-89.7%
FCEL vs KIM
+37.7%
-127.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.7% | +18.1% | +18.2% |
| 7D | +4.0% | -0.3% | +4.3% | +4.4% |
| 30D | -13.1% | -1.7% | -11.4% | -11.7% |
| 3M | +14.6% | -0.8% | +15.4% | +13.1% |
| 6M | +133.7% | +4.4% | +129.3% | +116.9% |
| YTD | +143.0% | +21.2% | +121.7% | +93.4% |
| 1Y | +320.9% | +10.5% | +310.3% | +264.6% |
| 3Y | -58.9% | +47.5% | -106.4% | -75.3% |
| 5Y | -89.7% | +37.1% | -126.7% | -92.5% |
| All | -89.7% | +37.7% | -127.4% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling