+141.6%
KRE vs FSLR
+734.5%
-592.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.8% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -2.7% | -13.7% | +11.0% | -0.4% |
| 3M | +8.2% | -35.1% | +43.3% | +15.6% |
| 6M | +12.8% | +3.6% | +9.2% | +10.7% |
| YTD | +17.5% | -21.7% | +39.2% | +20.1% |
| 1Y | +16.6% | +1.3% | +15.3% | +13.2% |
| 3Y | +79.5% | +9.7% | +69.8% | +61.8% |
| 5Y | +32.4% | +117.4% | -84.9% | +0.7% |
| 10Y | +124.1% | +435.5% | -311.4% | +34.2% |
| All | +141.6% | +734.5% | -592.9% | +38.0% |
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