-91.7%
FCEL vs KEY
+40.7%
-132.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -15.8% | +2.2% | -18.0% | -17.3% |
| 30D | -29.3% | -3.0% | -26.3% | -27.9% |
| 3M | -30.1% | +3.3% | -33.5% | -31.7% |
| 6M | +74.4% | +9.2% | +65.3% | +64.4% |
| YTD | +104.5% | +10.6% | +93.9% | +91.1% |
| 1Y | +281.4% | +20.4% | +261.0% | +239.2% |
| 3Y | -66.1% | +121.8% | -187.9% | -79.8% |
| All | -91.7% | +40.7% | -132.4% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling