-99.1%
FCEL vs KEY
+167.0%
-266.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.8% | +20.6% | +19.8% |
| 7D | +4.0% | +2.7% | +1.2% | +1.8% |
| 30D | -13.1% | -3.2% | -9.9% | -11.5% |
| 3M | +14.6% | +1.0% | +13.6% | +13.7% |
| 6M | +133.7% | +11.9% | +121.8% | +117.6% |
| YTD | +143.0% | +8.7% | +134.3% | +130.4% |
| 1Y | +320.9% | +18.5% | +302.4% | +281.3% |
| 3Y | -58.9% | +124.0% | -182.8% | -74.6% |
| 5Y | -89.7% | +40.8% | -130.5% | -92.1% |
| 10Y | -99.1% | +167.0% | -266.1% | -99.3% |
| All | -99.1% | +167.0% | -266.1% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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