-99.8%
FCEL vs KIM
+2,291.0%
-2,390.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.6% |
| 3M | -30.1% | +0.5% | -30.7% | -31.3% |
| 6M | +74.4% | +3.6% | +70.8% | +67.7% |
| YTD | +104.5% | +20.4% | +84.1% | +79.4% |
| 1Y | +281.4% | +9.7% | +271.7% | +251.8% |
| 3Y | -66.1% | +46.0% | -112.1% | -73.5% |
| 5Y | -91.9% | +34.4% | -126.3% | -93.1% |
| 10Y | -99.2% | +29.3% | -128.5% | -99.4% |
| All | -99.8% | +2,291.0% | -2,390.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling