+48.2%
FCEL vs KIM
+31.2%
+17.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.8% | +6.3% |
| 7D | +3.9% | -1.0% | +4.9% | +2.8% |
| 30D | -33.1% | +14.8% | -47.9% | -24.1% |
| 3M | -43.0% | +8.1% | -51.1% | -38.4% |
| 6M | -31.3% | +11.7% | -43.0% | -24.9% |
| YTD | +49.8% | +30.7% | +19.1% | +74.1% |
| 1Y | +48.2% | +29.7% | +18.4% | +74.0% |
| All | +48.2% | +31.2% | +17.0% | +74.0% |
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