+37.5%
FCEL vs KIM
+30.6%
+6.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -31.6% | +14.1% | -45.8% | -22.6% |
| 3M | -52.4% | +6.0% | -58.4% | -49.5% |
| 6M | -51.4% | +13.2% | -64.6% | -46.2% |
| YTD | +32.4% | +30.4% | +2.0% | +56.7% |
| 1Y | +37.5% | +31.0% | +6.5% | +62.7% |
| All | +37.5% | +30.6% | +6.9% | +62.7% |
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