-99.0%
FCEL vs KEY
+109.2%
-208.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.8% |
| 7D | -8.3% | +0.5% | -8.8% | -8.3% |
| 30D | -43.0% | +6.9% | -49.8% | -45.3% |
| 3M | -48.2% | -5.0% | -43.2% | -46.7% |
| 6M | -25.0% | +0.7% | -25.7% | -25.6% |
| YTD | +40.6% | +6.5% | +34.2% | +34.7% |
| 1Y | +36.0% | +22.6% | +13.4% | +19.6% |
| 3Y | -66.7% | +125.3% | -192.1% | -79.9% |
| 5Y | -96.7% | +13.9% | -110.6% | -97.1% |
| 10Y | -99.0% | +105.3% | -204.4% | -99.4% |
| All | -99.0% | +109.2% | -208.2% | -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