-99.1%
FCEL vs KIM
+34.7%
-133.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.2% |
| 7D | +15.1% | -1.0% | +16.0% | +15.9% |
| 30D | -16.4% | -1.1% | -15.4% | -15.8% |
| 3M | -5.3% | -5.3% | +0.1% | -3.3% |
| 6M | +124.5% | +3.9% | +120.6% | +114.6% |
| YTD | +126.7% | +20.3% | +106.4% | +96.2% |
| 1Y | +219.9% | +10.4% | +209.4% | +191.6% |
| 3Y | -61.6% | +46.3% | -108.0% | -71.1% |
| 5Y | -90.5% | +37.6% | -128.1% | -92.3% |
| All | -99.1% | +34.7% | -133.8% | -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