+39.4%
FCEL vs KEEL
+294.5%
-255.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +1.1% |
| 7D | +6.3% | +2.9% | +3.4% | +5.9% |
| 30D | -26.7% | +0.8% | -27.5% | -27.0% |
| 3M | -10.2% | -35.3% | +25.2% | -0.9% |
| 6M | +123.5% | +59.4% | +64.1% | +105.8% |
| YTD | +117.4% | +51.9% | +65.5% | +101.9% |
| 1Y | +146.0% | +75.0% | +71.0% | +118.3% |
| 3Y | -61.9% | +224.5% | -286.4% | -72.1% |
| 5Y | -90.5% | -35.9% | -54.6% | -92.2% |
| All | +39.4% | +294.5% | -255.1% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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