+6.7%
KDP vs FCEL
-64.7%
+71.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | +1.3% | -15.8% | +17.1% | +1.2% |
| 30D | +6.0% | -29.3% | +35.3% | +5.9% |
| 3M | +9.2% | -30.1% | +39.3% | +9.0% |
| 6M | +14.7% | +74.4% | -59.8% | +13.9% |
| YTD | +19.2% | +104.5% | -85.3% | +18.3% |
| 1Y | +15.2% | +281.4% | -266.2% | +14.1% |
| All | +6.7% | -64.7% | +71.4% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 3y: compounded portfolio wealth divided by compounded FCEL 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…
3y analysis · Full analysis span regression · 6 months rolling