+452.1%
KLAC vs FSLR
+112.6%
+339.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.5% | -1.9% |
| 7D | +6.2% | +0.2% | +5.9% | +6.1% |
| 30D | -5.0% | -15.1% | +10.1% | -0.8% |
| 3M | -14.4% | -22.5% | +8.1% | -8.2% |
| 6M | +28.3% | +4.0% | +24.3% | +27.0% |
| YTD | +51.1% | -22.3% | +73.3% | +59.2% |
| 1Y | +100.4% | 0.0% | +100.4% | +96.4% |
| 3Y | +276.3% | +10.9% | +265.5% | +230.7% |
| 5Y | +452.1% | +105.4% | +346.7% | +231.2% |
| All | +452.1% | +112.6% | +339.5% | +231.2% |
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 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