+129.5%
KMI vs FCEL
-99.1%
+228.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -1.7% | +6.3% | -8.0% | -2.0% |
| 30D | -2.7% | -26.7% | +23.9% | -1.9% |
| 3M | -0.7% | -10.2% | +9.5% | -1.5% |
| 6M | -5.0% | +123.5% | -128.5% | -9.9% |
| YTD | +15.5% | +117.4% | -101.9% | +9.2% |
| 1Y | +16.4% | +146.0% | -129.5% | +8.8% |
| 3Y | +114.2% | -61.9% | +176.1% | +107.8% |
| 5Y | +153.3% | -90.5% | +243.8% | +153.7% |
| All | +129.5% | -99.1% | +228.7% | +160.9% |
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