-99.2%
FCEL vs KIM
+33.1%
-132.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.2% |
| 7D | +6.3% | -1.5% | +7.8% | +7.4% |
| 30D | -18.8% | -1.7% | -17.1% | -17.9% |
| 3M | -3.8% | -7.1% | +3.3% | -0.5% |
| 6M | +121.1% | +2.9% | +118.3% | +112.8% |
| YTD | +113.3% | +18.8% | +94.4% | +86.0% |
| 1Y | +173.5% | +9.4% | +164.1% | +150.9% |
| 3Y | -63.9% | +44.6% | -108.5% | -72.6% |
| 5Y | -90.7% | +37.9% | -128.6% | -92.4% |
| All | -99.2% | +33.1% | -132.2% | -99.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling