-58.9%
FCEL vs KGC
+556.1%
-615.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.3% | +21.1% | +19.7% |
| 7D | +4.0% | +2.4% | +1.5% | +2.5% |
| 30D | -13.1% | +9.2% | -22.3% | -16.9% |
| 3M | +14.6% | +16.7% | -2.2% | +6.2% |
| 6M | +133.7% | -7.0% | +140.7% | +134.2% |
| YTD | +143.0% | +7.5% | +135.5% | +131.1% |
| 1Y | +320.9% | +34.4% | +286.5% | +267.1% |
| 3Y | -58.9% | +552.0% | -610.9% | -84.3% |
| All | -58.9% | +556.1% | -615.0% | -84.3% |
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