-99.2%
FCEL vs KMX
+10.2%
-109.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.1% |
| 7D | +6.3% | -3.4% | +9.7% | +8.0% |
| 30D | -18.8% | +4.0% | -22.8% | -21.5% |
| 3M | -3.8% | +24.8% | -28.6% | -17.7% |
| 6M | +121.1% | +43.6% | +77.5% | +65.7% |
| YTD | +113.3% | +56.6% | +56.6% | +49.4% |
| 1Y | +173.5% | +2.2% | +171.3% | +144.2% |
| 3Y | -63.9% | -25.4% | -38.5% | -61.5% |
| 5Y | -90.7% | -55.0% | -35.7% | -86.9% |
| All | -99.2% | +10.2% | -109.3% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling