+1,232.8%
KDP vs FSLR
-39.4%
+1,272.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.3% | -4.1% | -7.2% |
| 7D | -4.0% | -12.0% | +8.0% | -3.1% |
| 30D | +8.5% | -7.7% | +16.1% | +9.0% |
| 3M | +20.7% | -24.0% | +44.7% | +22.9% |
| 6M | +23.2% | -24.4% | +47.6% | +24.9% |
| YTD | +30.5% | -34.0% | +64.5% | +33.2% |
| 1Y | +35.9% | -35.6% | +71.5% | +38.8% |
| 3Y | +24.8% | +28.7% | -3.8% | +17.2% |
| 5Y | +13.4% | +55.3% | -41.9% | +2.5% |
| 10Y | +239.3% | +437.4% | -198.1% | +161.1% |
| All | +1,232.8% | -39.4% | +1,272.2% | +1,022.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling