-99.2%
FCEL vs KGC
+692.5%
-791.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.6% | -4.6% |
| 7D | +6.3% | -8.4% | +14.7% | +9.1% |
| 30D | -18.8% | +6.3% | -25.1% | -21.0% |
| 3M | -3.8% | +22.4% | -26.3% | -10.5% |
| 6M | +121.1% | -11.4% | +132.6% | +125.9% |
| YTD | +113.3% | +3.1% | +110.1% | +108.5% |
| 1Y | +173.5% | +26.6% | +146.9% | +150.7% |
| 3Y | -63.9% | +525.6% | -589.5% | -80.1% |
| 5Y | -90.7% | +451.7% | -542.3% | -94.9% |
| All | -99.2% | +692.5% | -791.7% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling