+1,117.5%
KDP vs FSLR
-28.1%
+1,145.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +6.0% | -13.7% | +19.6% | +7.1% |
| 3M | +9.2% | -35.1% | +44.3% | +12.4% |
| 6M | +14.7% | +3.6% | +11.1% | +13.7% |
| YTD | +19.2% | -21.7% | +40.9% | +20.4% |
| 1Y | +15.2% | +1.3% | +13.9% | +13.7% |
| 3Y | +6.0% | +9.7% | -3.7% | +1.1% |
| 5Y | +5.4% | +117.4% | -111.9% | -7.2% |
| 10Y | +171.9% | +435.5% | -263.6% | +109.7% |
| All | +1,117.5% | -28.1% | +1,145.6% | +914.3% |
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