+115.7%
KMI vs FCEL
-99.8%
+215.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +18.8% | -16.9% | +1.0% |
| 7D | -0.4% | +4.0% | -4.4% | -0.7% |
| 30D | +3.7% | -13.1% | +16.7% | +4.1% |
| 3M | +3.2% | +14.6% | -11.4% | +0.8% |
| 6M | -3.0% | +133.7% | -136.7% | -9.8% |
| YTD | +19.7% | +143.0% | -123.3% | +10.6% |
| 1Y | +25.6% | +320.9% | -295.2% | +11.6% |
| 3Y | +120.2% | -58.9% | +179.1% | +110.7% |
| 5Y | +160.5% | -89.7% | +250.1% | +159.6% |
| 10Y | +134.8% | -99.1% | +233.9% | +153.3% |
| All | +115.7% | -99.8% | +215.5% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling