+33.5%
KDP vs FSLR
+34.7%
-1.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +1.8% |
| 7D | +4.0% | -8.4% | +12.4% | +4.0% |
| 30D | +16.8% | -0.9% | +17.7% | +16.8% |
| 3M | +32.0% | -26.1% | +58.1% | +32.2% |
| 6M | +35.2% | -23.6% | +58.8% | +35.1% |
| YTD | +40.9% | -31.8% | +72.7% | +40.8% |
| 1Y | +47.7% | -32.6% | +80.2% | +47.6% |
| All | +33.5% | +34.7% | -1.3% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling