-44.1%
KHC vs FSLR
+326.9%
-371.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +4.0% | -0.5% |
| 7D | -2.0% | +5.3% | -7.3% | -2.3% |
| 30D | +9.7% | +7.8% | +1.9% | +9.2% |
| 3M | -2.0% | -23.4% | +21.4% | -0.8% |
| 6M | +5.4% | -12.9% | +18.3% | +5.6% |
| YTD | +5.9% | -26.7% | +32.6% | +6.8% |
| 1Y | +7.5% | -28.4% | +35.9% | +8.5% |
| 3Y | -12.4% | +44.6% | -57.0% | -17.5% |
| 5Y | -15.8% | +67.9% | -83.8% | -23.1% |
| 10Y | -54.1% | +496.9% | -551.0% | -65.8% |
| All | -44.1% | +326.9% | -371.1% | -57.6% |
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