+1,278.3%
KDP vs FCEL
-100.0%
+1,378.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.5% | -12.2% | -1.0% |
| 7D | +2.2% | -11.2% | +13.4% | +2.4% |
| 30D | +19.9% | -45.8% | +65.7% | +21.6% |
| 3M | +21.5% | -51.0% | +72.5% | +23.2% |
| 6M | +30.1% | -22.2% | +52.4% | +28.5% |
| YTD | +34.9% | +36.3% | -1.3% | +30.2% |
| 1Y | +43.4% | +29.0% | +14.4% | +38.3% |
| 3Y | +29.1% | -70.9% | +100.0% | +26.5% |
| 5Y | +15.0% | -96.3% | +111.3% | +18.2% |
| 10Y | +234.1% | -99.1% | +333.1% | +227.6% |
| All | +1,278.3% | -100.0% | +1,378.3% | +1,351.7% |
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