-99.8%
FCEL vs KEY
+507.6%
-607.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -15.8% | +2.2% | -18.0% | -16.9% |
| 30D | -29.3% | -3.0% | -26.3% | -28.3% |
| 3M | -30.1% | +3.3% | -33.5% | -31.2% |
| 6M | +74.4% | +9.2% | +65.3% | +67.4% |
| YTD | +104.5% | +10.6% | +93.9% | +95.2% |
| 1Y | +281.4% | +20.4% | +261.0% | +251.8% |
| 3Y | -66.1% | +121.8% | -187.9% | -76.4% |
| 5Y | -91.9% | +41.1% | -133.0% | -93.3% |
| 10Y | -99.2% | +168.5% | -267.7% | -99.5% |
| All | -99.8% | +507.6% | -607.4% | -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