+13.6%
KMB vs FCEL
+32.6%
-18.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.0% | +10.1% | +4.0% |
| 7D | +0.4% | -14.9% | +15.2% | 0.0% |
| 30D | +14.0% | -41.7% | +55.7% | +12.8% |
| 3M | -1.3% | -53.2% | +51.8% | -2.6% |
| 6M | +16.7% | -19.0% | +35.7% | +16.9% |
| YTD | +12.0% | +44.2% | -32.2% | +13.1% |
| 1Y | +13.6% | +42.4% | -28.8% | +15.6% |
| All | +13.6% | +32.6% | -18.9% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling