+48.5%
KDP vs FSLR
-33.7%
+82.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.5% | +7.3% | +1.8% |
| 7D | +8.2% | -2.6% | +10.9% | +8.2% |
| 30D | +18.4% | +1.8% | +16.6% | +18.3% |
| 3M | +29.2% | -24.4% | +53.6% | +29.3% |
| 6M | +32.3% | -17.7% | +50.0% | +31.0% |
| YTD | +38.5% | -30.7% | +69.2% | +37.7% |
| 1Y | +48.5% | -33.6% | +82.1% | +47.9% |
| All | +48.5% | -33.7% | +82.2% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling