-99.8%
FCEL vs KMX
+450.6%
-550.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -4.3% | +23.1% | +20.3% |
| 7D | +4.0% | -0.7% | +4.7% | +3.9% |
| 30D | -13.1% | +4.1% | -17.2% | -14.7% |
| 3M | +14.6% | +27.5% | -12.9% | +4.5% |
| 6M | +133.7% | +43.6% | +90.1% | +100.2% |
| YTD | +143.0% | +56.8% | +86.2% | +101.2% |
| 1Y | +320.9% | -1.3% | +322.2% | +302.3% |
| 3Y | -58.9% | -25.4% | -33.5% | -56.7% |
| 5Y | -89.7% | -53.9% | -35.7% | -87.3% |
| 10Y | -99.1% | +0.7% | -99.7% | -99.1% |
| All | -99.8% | +450.6% | -550.4% | -99.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling