+1,117.5%
KDP vs FCEL
-100.0%
+1,217.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | +1.3% | -15.8% | +17.1% | +1.7% |
| 30D | +6.0% | -29.3% | +35.3% | +6.8% |
| 3M | +9.2% | -30.1% | +39.3% | +9.1% |
| 6M | +14.7% | +74.4% | -59.8% | +10.7% |
| YTD | +19.2% | +104.5% | -85.3% | +14.2% |
| 1Y | +15.2% | +281.4% | -266.2% | +7.4% |
| 3Y | +6.0% | -66.1% | +72.1% | +3.8% |
| 5Y | +5.4% | -91.9% | +97.3% | +5.8% |
| 10Y | +171.9% | -99.2% | +271.1% | +174.1% |
| All | +1,117.5% | -100.0% | +1,217.5% | +1,173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling