+2,896.3%
KLAC vs FCEL
-99.1%
+2,995.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +1.8% |
| 7D | -2.7% | +6.3% | -9.0% | -3.3% |
| 30D | -13.2% | -26.7% | +13.5% | -11.2% |
| 3M | -25.0% | -10.2% | -14.8% | -25.2% |
| 6M | +23.6% | +123.5% | -99.9% | +12.5% |
| YTD | +49.2% | +117.4% | -68.2% | +35.5% |
| 1Y | +89.3% | +146.0% | -56.7% | +68.3% |
| 3Y | +274.4% | -61.9% | +336.3% | +258.7% |
| 5Y | +440.9% | -90.5% | +531.5% | +453.1% |
| All | +2,896.3% | -99.1% | +2,995.5% | +3,208.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling