+62.9%
KO vs FSLR
+11.8%
+51.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.3% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +1.6% | -14.0% | +15.6% | +1.4% |
| 3M | +5.8% | -16.9% | +22.6% | +5.6% |
| 6M | +14.3% | +4.7% | +9.5% | +13.8% |
| YTD | +27.3% | -20.7% | +48.0% | +26.9% |
| 1Y | +33.2% | +1.7% | +31.5% | +32.2% |
| All | +62.9% | +11.8% | +51.1% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling