+102.9%
KO vs FSLR
+53.9%
+49.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +3.7% | -14.8% | +18.5% | +3.8% |
| 30D | +8.1% | -4.3% | +12.4% | +8.1% |
| 3M | +14.2% | -23.4% | +37.6% | +14.3% |
| 6M | +25.2% | -26.9% | +52.1% | +25.1% |
| YTD | +44.7% | -34.4% | +79.1% | +44.7% |
| 1Y | +43.4% | -33.2% | +76.6% | +43.2% |
| 3Y | +90.1% | +28.1% | +62.0% | +84.4% |
| All | +102.9% | +53.9% | +49.1% | +104.7% |
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 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