-60.3%
FCEL vs KMX
-26.3%
-33.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.5% |
| 7D | +15.1% | -1.9% | +16.9% | +15.6% |
| 30D | -16.4% | +2.6% | -19.0% | -18.1% |
| 3M | -5.3% | +25.6% | -30.8% | -17.0% |
| 6M | +124.5% | +41.9% | +82.7% | +77.1% |
| YTD | +126.7% | +56.0% | +70.6% | +66.9% |
| 1Y | +219.9% | -1.8% | +221.7% | +209.7% |
| All | -60.3% | -26.3% | -33.9% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling