-99.1%
FCEL vs KMX
-2.3%
-96.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -6.3% |
| 7D | -2.8% | +3.4% | -6.2% | -4.6% |
| 30D | -31.6% | +6.8% | -38.5% | -35.0% |
| 3M | -52.4% | -11.4% | -41.0% | -50.0% |
| 6M | -51.4% | +43.6% | -95.0% | -62.6% |
| YTD | +32.4% | +37.7% | -5.3% | -1.1% |
| 1Y | +37.5% | +53.0% | -15.5% | -5.0% |
| 3Y | -69.3% | -16.3% | -53.0% | -70.2% |
| 5Y | -97.1% | -64.2% | -32.9% | -95.4% |
| All | -99.1% | -2.3% | -96.8% | -99.2% |
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