+1,278.3%
KDP vs FSLR
-29.3%
+1,307.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.5% | -0.9% |
| 7D | +2.2% | +15.3% | -13.1% | +1.1% |
| 30D | +19.9% | +11.7% | +8.3% | +18.9% |
| 3M | +21.5% | -17.6% | +39.1% | +23.0% |
| 6M | +30.1% | -7.7% | +37.8% | +30.0% |
| YTD | +34.9% | -23.0% | +57.9% | +36.2% |
| 1Y | +43.4% | -26.0% | +69.4% | +45.1% |
| 3Y | +29.1% | +36.9% | -7.8% | +20.8% |
| 5Y | +15.0% | +72.9% | -57.9% | +3.2% |
| 10Y | +234.1% | +519.3% | -285.2% | +154.6% |
| All | +1,278.3% | -29.3% | +1,307.6% | +1,048.0% |
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 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