+2,323.7%
KLAC vs FSLR
+432.1%
+1,891.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.4% |
| 7D | +21.2% | -12.0% | +33.2% | +25.4% |
| 30D | -14.5% | -7.7% | -6.8% | -12.9% |
| 3M | -24.4% | -24.0% | -0.4% | -18.9% |
| 6M | -12.9% | -24.4% | +11.5% | -6.5% |
| YTD | +29.9% | -34.0% | +64.0% | +42.6% |
| 1Y | +31.9% | -35.6% | +67.5% | +45.6% |
| 3Y | +201.5% | +28.7% | +172.9% | +148.5% |
| 5Y | +298.6% | +55.3% | +243.2% | +185.4% |
| All | +2,323.7% | +432.1% | +1,891.6% | +1,147.2% |
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