-52.3%
KHC vs FSLR
+464.2%
-516.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -4.6% | -8.4% | +3.8% | -4.3% |
| 30D | +8.1% | -0.9% | +9.0% | +8.1% |
| 3M | 0.0% | -26.1% | +26.1% | +1.1% |
| 6M | +7.9% | -23.6% | +31.6% | +8.6% |
| YTD | +5.3% | -31.8% | +37.1% | +6.2% |
| 1Y | +5.1% | -32.6% | +37.7% | +6.1% |
| 3Y | -12.8% | +33.0% | -45.8% | -16.7% |
| 5Y | -16.2% | +56.8% | -73.0% | -21.7% |
| 10Y | -52.3% | +455.6% | -507.8% | -60.9% |
| All | -52.3% | +464.2% | -516.4% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling