-99.8%
FCEL vs KNX
+4,983.8%
-5,083.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.5% |
| 7D | +6.3% | -5.6% | +11.9% | +8.6% |
| 30D | -26.7% | -4.4% | -22.3% | -25.5% |
| 3M | -10.2% | -17.3% | +7.1% | -3.8% |
| 6M | +123.5% | +22.6% | +100.9% | +101.3% |
| YTD | +117.4% | +31.1% | +86.2% | +89.6% |
| 1Y | +146.0% | +60.2% | +85.8% | +96.7% |
| 3Y | -61.9% | +35.8% | -97.6% | -67.6% |
| 5Y | -90.5% | +38.9% | -129.4% | -91.9% |
| 10Y | -99.1% | +166.5% | -265.6% | -99.5% |
| All | -99.8% | +4,983.8% | -5,083.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling