-1.1%
KHC vs FSLR
+3.4%
-4.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | +0.3% |
| 7D | -2.2% | +6.8% | -9.0% | -2.0% |
| 30D | -0.1% | -14.7% | +14.6% | -0.6% |
| 3M | +8.3% | -22.6% | +30.9% | +7.9% |
| 6M | +5.0% | +12.7% | -7.7% | +4.2% |
| YTD | +8.0% | -18.4% | +26.4% | +7.4% |
| 1Y | -1.1% | +4.9% | -6.0% | +3.4% |
| All | -1.1% | +3.4% | -4.5% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling