-99.8%
FCEL vs KGC
+853.5%
-953.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.8% | +6.5% |
| 7D | +3.9% | +0.2% | +3.7% | +3.9% |
| 30D | -33.1% | -8.8% | -24.3% | -32.4% |
| 3M | -43.0% | -21.1% | -21.9% | -41.5% |
| 6M | -31.3% | -32.3% | +1.0% | -28.2% |
| YTD | +49.8% | -23.5% | +73.2% | +54.3% |
| 1Y | +48.2% | -15.0% | +63.1% | +50.8% |
| 3Y | -64.6% | +327.5% | -392.1% | -69.8% |
| 5Y | -96.7% | +244.3% | -341.0% | -97.2% |
| 10Y | -99.0% | +634.8% | -733.8% | -99.2% |
| All | -99.8% | +853.5% | -953.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling