+5,736.8%
KLAC vs FSLR
+627.0%
+5,109.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.6% |
| 7D | +7.5% | -8.4% | +15.9% | +9.3% |
| 30D | -15.3% | -0.9% | -14.4% | -15.4% |
| 3M | -19.6% | -26.1% | +6.5% | -14.8% |
| 6M | -12.5% | -23.6% | +11.1% | -7.9% |
| YTD | +33.0% | -31.8% | +64.8% | +41.8% |
| 1Y | +35.9% | -32.6% | +68.5% | +45.2% |
| 3Y | +208.6% | +33.0% | +175.6% | +170.3% |
| 5Y | +309.5% | +56.8% | +252.7% | +234.0% |
| 10Y | +2,381.5% | +455.6% | +1,926.0% | +1,405.1% |
| All | +5,736.8% | +627.0% | +5,109.8% | +3,122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling