+281.4%
FCEL vs KNX
+67.7%
+213.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.3% |
| 7D | -15.8% | +7.1% | -22.9% | -16.9% |
| 30D | -29.3% | +1.7% | -30.9% | -29.5% |
| 3M | -30.1% | -8.1% | -22.0% | -29.5% |
| 6M | +74.4% | +14.0% | +60.4% | +66.2% |
| YTD | +104.5% | +38.5% | +66.0% | +82.7% |
| 1Y | +281.4% | +65.4% | +216.0% | +213.1% |
| All | +281.4% | +67.7% | +213.7% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling