-99.1%
FCEL vs KNX
+166.7%
-265.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.7% |
| 7D | +6.3% | -5.6% | +11.9% | +9.4% |
| 30D | -26.7% | -4.4% | -22.3% | -25.1% |
| 3M | -10.2% | -17.3% | +7.1% | -1.7% |
| 6M | +123.5% | +22.6% | +100.9% | +92.4% |
| YTD | +117.4% | +31.1% | +86.2% | +78.5% |
| 1Y | +146.0% | +60.2% | +85.8% | +78.1% |
| 3Y | -61.9% | +35.8% | -97.6% | -70.0% |
| 5Y | -90.5% | +38.9% | -129.4% | -92.5% |
| All | -99.1% | +166.7% | -265.9% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling