+23.2%
KDP vs FSLR
-26.7%
+49.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.3% | -4.1% | -7.4% |
| 7D | -4.0% | -12.0% | +8.0% | -4.3% |
| 30D | +8.5% | -7.7% | +16.1% | +8.3% |
| 3M | +20.7% | -24.0% | +44.7% | +19.1% |
| 6M | +23.2% | -24.4% | +47.6% | +22.0% |
| All | +23.2% | -26.7% | +49.8% | +22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling