-99.8%
FCEL vs KIM
+2,479.4%
-2,579.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.0% |
| 7D | +14.8% | -0.7% | +15.4% | +15.3% |
| 30D | -33.9% | +13.4% | -47.3% | -39.0% |
| 3M | -52.7% | +6.5% | -59.2% | -54.7% |
| 6M | -40.0% | +10.6% | -50.6% | -44.7% |
| YTD | +40.2% | +29.9% | +10.3% | +16.9% |
| 1Y | +32.9% | +29.6% | +3.4% | +10.9% |
| 3Y | -66.8% | +64.1% | -130.9% | -76.1% |
| 5Y | -97.0% | +35.3% | -132.2% | -97.4% |
| 10Y | -99.1% | +63.1% | -162.2% | -99.4% |
| All | -99.8% | +2,479.4% | -2,579.3% | -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