-69.3%
FCEL vs KGC
+315.0%
-384.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | -2.8% | -6.7% | +3.8% | +0.1% |
| 30D | -31.6% | -6.7% | -25.0% | -29.7% |
| 3M | -52.4% | -22.6% | -29.8% | -47.8% |
| 6M | -51.4% | -33.4% | -18.0% | -43.5% |
| YTD | +32.4% | -26.0% | +58.4% | +46.5% |
| 1Y | +37.5% | -18.3% | +55.8% | +46.1% |
| 3Y | -69.3% | +315.8% | -385.1% | -87.5% |
| All | -69.3% | +315.0% | -384.3% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling