+651.4%
KKR vs FSLR
+429.3%
+222.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.6% | -14.8% | +16.4% | +5.0% |
| 30D | +14.5% | -4.3% | +18.8% | +15.4% |
| 3M | -15.0% | -23.4% | +8.4% | -10.5% |
| 6M | +1.0% | -26.9% | +28.0% | +6.4% |
| YTD | -22.6% | -34.4% | +11.7% | -17.7% |
| 1Y | -18.2% | -33.2% | +15.0% | -13.4% |
| 3Y | +56.4% | +28.1% | +28.3% | +30.2% |
| 5Y | +29.6% | +54.5% | -25.0% | -3.9% |
| All | +651.4% | +429.3% | +222.1% | +284.1% |
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 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