+219.9%
FCEL vs KIM
+9.4%
+210.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -7.2% |
| 7D | +15.1% | -1.0% | +16.0% | +14.2% |
| 30D | -16.4% | -1.1% | -15.4% | -17.1% |
| 3M | -5.3% | -5.3% | +0.1% | -8.5% |
| 6M | +124.5% | +3.9% | +120.6% | +122.5% |
| YTD | +126.7% | +20.3% | +106.4% | +130.7% |
| 1Y | +219.9% | +10.4% | +209.4% | +238.0% |
| All | +219.9% | +9.4% | +210.5% | +238.0% |
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