+17.0%
KDP vs FCEL
-96.5%
+113.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.5% | -12.2% | -0.7% |
| 7D | +2.2% | -11.2% | +13.4% | +2.2% |
| 30D | +19.9% | -45.8% | +65.7% | +20.1% |
| 3M | +21.5% | -51.0% | +72.5% | +21.6% |
| 6M | +30.1% | -22.2% | +52.4% | +29.0% |
| YTD | +34.9% | +36.3% | -1.3% | +32.7% |
| 1Y | +43.4% | +29.0% | +14.4% | +41.0% |
| 3Y | +29.1% | -70.9% | +100.0% | +29.7% |
| All | +17.0% | -96.5% | +113.5% | +22.0% |
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 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