+291.6%
KLAC vs FSLR
+15.1%
+276.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +0.7% |
| 7D | +10.6% | +6.8% | +3.8% | +8.7% |
| 30D | -4.5% | -14.7% | +10.2% | -0.8% |
| 3M | -10.3% | -22.6% | +12.3% | -4.6% |
| 6M | +40.9% | +12.7% | +28.2% | +37.8% |
| YTD | +56.1% | -18.4% | +74.5% | +61.8% |
| 1Y | +109.0% | +4.9% | +104.1% | +104.0% |
| All | +291.6% | +15.1% | +276.5% | +245.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling