-43.1%
KHC vs FSLR
+355.5%
-398.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.6% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -1.9% | -13.7% | +11.8% | -1.2% |
| 3M | +14.4% | -35.1% | +49.5% | +16.7% |
| 6M | +8.7% | +3.6% | +5.1% | +7.9% |
| YTD | +7.8% | -21.7% | +29.5% | +8.5% |
| 1Y | -1.5% | +1.3% | -2.8% | -2.6% |
| 3Y | -9.9% | +9.7% | -19.6% | -13.2% |
| 5Y | -10.7% | +117.4% | -128.1% | -20.2% |
| 10Y | -55.7% | +435.5% | -491.2% | -66.4% |
| All | -43.1% | +355.5% | -398.7% | -57.0% |
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