+112.4%
FCEL vs KRMN
+17.4%
+95.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -11.3% | +4.6% | -2.9% |
| 7D | +15.1% | -12.9% | +27.9% | +20.4% |
| 30D | -16.4% | -43.3% | +26.9% | +0.8% |
| 3M | -5.3% | -27.2% | +21.9% | +5.2% |
| 6M | +124.5% | -66.8% | +191.3% | +200.5% |
| YTD | +126.7% | -51.9% | +178.5% | +184.1% |
| 1Y | +219.9% | -43.7% | +263.5% | +295.0% |
| All | +112.4% | +17.4% | +95.0% | +182.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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