-99.0%
FCEL vs KEY
+121.9%
-220.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.9% | +7.0% |
| 7D | +3.0% | -0.4% | +3.4% | +3.5% |
| 30D | -40.0% | +7.2% | -47.2% | -42.5% |
| 3M | -47.0% | -4.9% | -42.1% | -45.6% |
| 6M | -21.0% | +1.1% | -22.1% | -21.9% |
| YTD | +48.0% | +6.8% | +41.2% | +41.5% |
| 1Y | +43.9% | +23.3% | +20.6% | +26.1% |
| 3Y | -67.5% | +126.1% | -193.6% | -80.4% |
| 5Y | -96.7% | +15.2% | -111.9% | -97.2% |
| 10Y | -99.0% | +113.6% | -212.6% | -99.4% |
| All | -99.0% | +121.9% | -220.9% | -99.4% |
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