+146.0%
FCEL vs KEYS
+97.6%
+48.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | -2.2% |
| 7D | +6.3% | +3.5% | +2.8% | +2.9% |
| 30D | -26.7% | -4.5% | -22.2% | -23.0% |
| 3M | -10.2% | -0.4% | -9.8% | -9.8% |
| 6M | +123.5% | +19.1% | +104.4% | +91.9% |
| YTD | +117.4% | +66.7% | +50.7% | +29.9% |
| 1Y | +146.0% | +96.5% | +49.5% | +24.4% |
| All | +146.0% | +97.6% | +48.4% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling