-65.9%
FCEL vs KIM
+46.2%
-112.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -15.8% | +0.4% | -16.2% | -16.0% |
| 30D | -29.3% | -4.0% | -25.3% | -27.7% |
| 3M | -30.1% | +0.5% | -30.7% | -31.9% |
| 6M | +74.4% | +3.6% | +70.8% | +65.4% |
| YTD | +104.5% | +20.4% | +84.1% | +72.2% |
| 1Y | +281.4% | +9.7% | +271.7% | +244.5% |
| All | -65.9% | +46.2% | -112.1% | -80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling