-99.0%
FCEL vs KIM
+63.9%
-162.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.8% | +6.7% |
| 7D | +3.9% | -1.0% | +4.9% | +4.7% |
| 30D | -33.1% | +14.8% | -47.9% | -39.1% |
| 3M | -43.0% | +8.1% | -51.1% | -46.0% |
| 6M | -31.3% | +11.7% | -43.0% | -37.4% |
| YTD | +49.8% | +30.7% | +19.1% | +22.2% |
| 1Y | +48.2% | +29.7% | +18.4% | +21.3% |
| 3Y | -64.6% | +65.1% | -129.6% | -75.5% |
| 5Y | -96.7% | +34.7% | -131.4% | -97.3% |
| 10Y | -99.0% | +64.1% | -163.1% | -99.2% |
| All | -99.0% | +63.9% | -162.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling