+177.9%
KO vs FSLR
+461.4%
-283.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.2% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +1.6% | -14.0% | +15.6% | +2.1% |
| 3M | +5.8% | -16.9% | +22.6% | +6.3% |
| 6M | +14.3% | +4.7% | +9.5% | +13.5% |
| YTD | +27.3% | -20.7% | +48.0% | +27.7% |
| 1Y | +33.2% | +1.7% | +31.5% | +31.8% |
| 3Y | +64.5% | +13.1% | +51.4% | +58.8% |
| 5Y | +83.1% | +108.4% | -25.3% | +66.9% |
| All | +177.9% | +461.4% | -283.6% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling