+32.7%
KO vs FSLR
+1.0%
+31.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.9% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +1.4% | -13.7% | +15.1% | +0.3% |
| 3M | +15.4% | -35.1% | +50.5% | +12.7% |
| 6M | +14.3% | +3.6% | +10.6% | +13.2% |
| YTD | +27.7% | -21.7% | +49.4% | +25.1% |
| 1Y | +32.7% | +1.3% | +31.4% | +31.7% |
| All | +32.7% | +1.0% | +31.7% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling