-61.9%
FCEL vs KEEL
+197.5%
-259.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +0.6% |
| 7D | +6.3% | +2.9% | +3.4% | +5.6% |
| 30D | -26.7% | +0.8% | -27.5% | -27.4% |
| 3M | -10.2% | -35.3% | +25.2% | +4.7% |
| 6M | +123.5% | +59.4% | +64.1% | +94.6% |
| YTD | +117.4% | +51.9% | +65.5% | +90.9% |
| 1Y | +146.0% | +75.0% | +71.0% | +101.1% |
| 3Y | -61.9% | +224.5% | -286.4% | -76.7% |
| All | -61.9% | +197.5% | -259.4% | -76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling