+5.1%
KDP vs FCEL
-90.2%
+95.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +18.8% | -18.9% | -0.2% |
| 7D | +2.1% | +4.0% | -1.9% | +2.0% |
| 30D | +8.5% | -13.1% | +21.5% | +8.5% |
| 3M | +6.6% | +14.6% | -8.0% | +6.1% |
| 6M | +17.1% | +133.7% | -116.6% | +15.2% |
| YTD | +19.0% | +143.0% | -123.9% | +17.0% |
| 1Y | +21.8% | +320.9% | -299.1% | +18.7% |
| 3Y | +6.4% | -58.9% | +65.3% | +7.1% |
| 5Y | +5.1% | -89.7% | +94.8% | +6.4% |
| All | +5.1% | -90.2% | +95.3% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling