-99.8%
FCEL vs KMX
+475.4%
-575.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | -15.8% | +1.9% | -17.7% | -16.4% |
| 30D | -29.3% | +11.7% | -41.0% | -32.1% |
| 3M | -30.1% | +34.9% | -65.0% | -37.4% |
| 6M | +74.4% | +50.3% | +24.2% | +47.5% |
| YTD | +104.5% | +63.8% | +40.7% | +67.3% |
| 1Y | +281.4% | +3.8% | +277.5% | +259.3% |
| 3Y | -66.1% | -24.3% | -41.8% | -64.4% |
| 5Y | -91.9% | -50.2% | -41.6% | -90.2% |
| 10Y | -99.2% | +5.4% | -104.6% | -99.2% |
| All | -99.8% | +475.4% | -575.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling