-65.4%
FCEL vs KEY
+122.6%
-188.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -15.8% | +2.2% | -18.0% | -17.6% |
| 30D | -29.3% | -3.0% | -26.3% | -27.5% |
| 3M | -30.1% | +3.3% | -33.5% | -32.1% |
| 6M | +74.4% | +9.2% | +65.3% | +61.9% |
| YTD | +104.5% | +10.6% | +93.9% | +87.7% |
| 1Y | +281.4% | +20.4% | +261.0% | +228.6% |
| All | -65.4% | +122.6% | -188.0% | -86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling