-69.3%
FCEL vs KEY
+127.6%
-196.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -6.0% |
| 7D | -2.8% | +2.9% | -5.7% | -4.7% |
| 30D | -31.6% | +8.4% | -40.1% | -35.6% |
| 3M | -52.4% | -5.8% | -46.6% | -50.5% |
| 6M | -51.4% | +5.4% | -56.9% | -53.4% |
| YTD | +32.4% | +7.1% | +25.4% | +24.6% |
| 1Y | +37.5% | +26.8% | +10.7% | +14.3% |
| 3Y | -69.3% | +128.7% | -198.0% | -88.6% |
| All | -69.3% | +127.6% | -196.9% | -88.6% |
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