-66.7%
FCEL vs KIM
+65.6%
-132.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.9% |
| 7D | -8.3% | +2.8% | -11.1% | -9.2% |
| 30D | -43.0% | +15.9% | -58.9% | -46.4% |
| 3M | -48.2% | +7.8% | -55.9% | -49.7% |
| 6M | -25.0% | +11.9% | -36.8% | -30.1% |
| YTD | +40.6% | +31.0% | +9.6% | +16.9% |
| 1Y | +36.0% | +32.3% | +3.6% | +12.0% |
| 3Y | -66.7% | +65.5% | -132.2% | -83.0% |
| All | -66.7% | +65.6% | -132.3% | -83.0% |
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 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