+430.6%
KLAC vs FCEL
-91.3%
+521.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.9% | +2.8% | -2.2% |
| 7D | +2.5% | +6.3% | -3.8% | +1.3% |
| 30D | -11.5% | -18.8% | +7.3% | -9.4% |
| 3M | -16.9% | -3.8% | -13.1% | -18.1% |
| 6M | +22.2% | +121.1% | -98.9% | +2.4% |
| YTD | +46.4% | +113.3% | -66.9% | +22.1% |
| 1Y | +91.0% | +173.5% | -82.5% | +49.3% |
| 3Y | +264.6% | -63.9% | +328.5% | +251.6% |
| 5Y | +430.6% | -90.7% | +521.3% | +493.0% |
| All | +430.6% | -91.3% | +521.9% | +493.0% |
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