+36.8%
FCEL vs KEEL
+280.1%
-243.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.3% | +1.4% | -4.4% |
| 7D | +6.3% | +2.7% | +3.6% | +5.9% |
| 30D | -18.8% | +4.6% | -23.4% | -19.7% |
| 3M | -3.8% | -34.5% | +30.7% | +5.9% |
| 6M | +121.1% | +59.3% | +61.9% | +103.8% |
| YTD | +113.3% | +46.4% | +66.9% | +99.6% |
| 1Y | +173.5% | +96.6% | +76.9% | +138.4% |
| 3Y | -63.9% | +182.0% | -245.9% | -72.9% |
| 5Y | -90.7% | -38.2% | -52.4% | -92.3% |
| All | +36.8% | +280.1% | -243.4% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling