+146.0%
FCEL vs KEEL
+89.9%
+56.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +0.1% |
| 7D | +6.3% | +2.9% | +3.4% | +5.3% |
| 30D | -26.7% | +0.8% | -27.5% | -27.8% |
| 3M | -10.2% | -35.3% | +25.2% | +8.4% |
| 6M | +123.5% | +59.4% | +64.1% | +89.5% |
| YTD | +117.4% | +51.9% | +65.5% | +84.7% |
| 1Y | +146.0% | +75.0% | +71.0% | +143.7% |
| All | +146.0% | +89.9% | +56.1% | +143.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling