+19.6%
KMB vs FCEL
-99.1%
+118.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +18.8% | -20.7% | -2.0% |
| 7D | -2.7% | +4.0% | -6.7% | -2.8% |
| 30D | -5.0% | -13.1% | +8.0% | -5.0% |
| 3M | +6.6% | +14.6% | -8.0% | +6.2% |
| 6M | +1.0% | +133.7% | -132.7% | -0.2% |
| YTD | +6.0% | +143.0% | -137.0% | +4.6% |
| 1Y | -16.6% | +320.9% | -337.5% | -18.2% |
| 3Y | -8.6% | -58.9% | +50.3% | -9.3% |
| 5Y | -10.9% | -89.7% | +78.8% | -11.0% |
| All | +19.6% | -99.1% | +118.7% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling