-12.6%
KHC vs FSLR
+32.4%
-45.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.6% | -2.8% |
| 7D | +1.1% | +15.3% | -14.2% | +1.2% |
| 30D | +12.0% | +11.7% | +0.3% | +12.1% |
| 3M | +0.2% | -17.6% | +17.8% | +0.1% |
| 6M | +10.3% | -7.7% | +18.1% | +10.1% |
| YTD | +6.7% | -23.0% | +29.7% | +6.6% |
| 1Y | +10.9% | -26.0% | +36.9% | +10.8% |
| 3Y | -12.6% | +36.9% | -49.5% | -12.1% |
| All | -12.6% | +32.4% | -45.0% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling