+281.4%
FCEL vs KIM
+10.4%
+270.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.8% |
| 7D | -15.8% | +0.4% | -16.2% | -15.6% |
| 30D | -29.3% | -4.0% | -25.3% | -31.6% |
| 3M | -30.1% | +0.5% | -30.7% | -30.9% |
| 6M | +74.4% | +3.6% | +70.8% | +74.1% |
| YTD | +104.5% | +20.4% | +84.1% | +114.3% |
| 1Y | +281.4% | +9.7% | +271.7% | +277.6% |
| All | +281.4% | +10.4% | +270.9% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling