-61.9%
FCEL vs KEYS
+154.3%
-216.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | -1.9% |
| 7D | +6.3% | +3.5% | +2.8% | +3.1% |
| 30D | -26.7% | -4.5% | -22.2% | -23.2% |
| 3M | -10.2% | -0.4% | -9.8% | -8.8% |
| 6M | +123.5% | +19.1% | +104.4% | +94.2% |
| YTD | +117.4% | +66.7% | +50.7% | +38.0% |
| 1Y | +146.0% | +96.5% | +49.5% | +35.6% |
| 3Y | -61.9% | +155.2% | -217.0% | -87.5% |
| All | -61.9% | +154.3% | -216.2% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling