-99.8%
FCEL vs KEYS
+1,113.8%
-1,213.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | -1.5% |
| 7D | +6.3% | +3.5% | +2.8% | +3.5% |
| 30D | -26.7% | -4.5% | -22.2% | -23.5% |
| 3M | -10.2% | -0.4% | -9.8% | -8.3% |
| 6M | +123.5% | +19.1% | +104.4% | +97.6% |
| YTD | +117.4% | +66.7% | +50.7% | +44.8% |
| 1Y | +146.0% | +96.5% | +49.5% | +44.1% |
| 3Y | -61.9% | +155.2% | -217.0% | -82.1% |
| 5Y | -90.5% | +88.0% | -178.5% | -94.1% |
| 10Y | -99.1% | +1,046.8% | -1,145.9% | -99.8% |
| All | -99.8% | +1,113.8% | -1,213.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling