-99.8%
FCEL vs KEY
+471.2%
-571.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.5% | +12.1% | +11.8% |
| 7D | -11.2% | -1.3% | -10.0% | -10.7% |
| 30D | -45.8% | +5.1% | -50.9% | -47.1% |
| 3M | -51.0% | -7.1% | -43.9% | -49.4% |
| 6M | -22.2% | -4.4% | -17.9% | -20.9% |
| YTD | +36.3% | +4.0% | +32.2% | +33.4% |
| 1Y | +29.0% | +23.4% | +5.6% | +16.7% |
| 3Y | -70.9% | +113.9% | -184.8% | -79.5% |
| 5Y | -96.3% | +12.3% | -108.6% | -96.6% |
| 10Y | -99.1% | +125.5% | -224.5% | -99.4% |
| All | -99.8% | +471.2% | -571.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling