+279.1%
KLAC vs FCEL
-61.1%
+340.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.7% | +3.5% | -2.4% |
| 7D | +6.2% | +15.1% | -8.9% | +4.2% |
| 30D | -5.0% | -16.4% | +11.4% | -3.5% |
| 3M | -14.4% | -5.3% | -9.1% | -14.7% |
| 6M | +28.3% | +124.5% | -96.2% | +13.7% |
| YTD | +51.1% | +126.7% | -75.6% | +33.0% |
| 1Y | +100.4% | +219.9% | -119.5% | +67.8% |
| All | +279.1% | -61.1% | +340.2% | +261.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling