+281.4%
FCEL vs KMX
+5.0%
+276.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | -15.8% | +1.9% | -17.7% | -16.2% |
| 30D | -29.3% | +11.7% | -41.0% | -31.4% |
| 3M | -30.1% | +34.9% | -65.0% | -35.9% |
| 6M | +74.4% | +50.3% | +24.2% | +50.6% |
| YTD | +104.5% | +63.8% | +40.7% | +70.4% |
| 1Y | +281.4% | +3.8% | +277.5% | +328.7% |
| All | +281.4% | +5.0% | +276.4% | +328.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling