+309.5%
KLAC vs FSLR
+64.7%
+244.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.7% |
| 7D | +7.5% | -8.4% | +15.9% | +9.8% |
| 30D | -15.3% | -0.9% | -14.4% | -15.5% |
| 3M | -19.6% | -26.1% | +6.5% | -13.5% |
| 6M | -12.5% | -23.6% | +11.1% | -6.6% |
| YTD | +33.0% | -31.8% | +64.8% | +44.1% |
| 1Y | +35.9% | -32.6% | +68.5% | +47.5% |
| 3Y | +208.6% | +33.0% | +175.6% | +153.6% |
| 5Y | +309.5% | +56.8% | +252.7% | +153.1% |
| All | +309.5% | +64.7% | +244.8% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling