+2,838.9%
KLAC vs FSLR
+461.4%
+2,377.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.7% |
| 7D | +2.5% | -0.1% | +2.6% | +2.4% |
| 30D | -11.5% | -14.0% | +2.5% | -7.9% |
| 3M | -16.9% | -16.9% | -0.1% | -12.4% |
| 6M | +22.2% | +4.7% | +17.5% | +20.3% |
| YTD | +46.4% | -20.7% | +67.1% | +53.5% |
| 1Y | +91.0% | +1.7% | +89.3% | +85.7% |
| 3Y | +264.6% | +13.1% | +251.5% | +216.5% |
| 5Y | +430.6% | +108.4% | +322.2% | +254.6% |
| All | +2,838.9% | +461.4% | +2,377.5% | +1,375.0% |
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 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