+81.6%
KO vs FCEL
-90.8%
+172.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +0.3% |
| 7D | -1.1% | +6.3% | -7.4% | -1.1% |
| 30D | +1.6% | -18.8% | +20.4% | +1.5% |
| 3M | +5.8% | -3.8% | +9.6% | +5.6% |
| 6M | +14.3% | +121.1% | -106.9% | +13.8% |
| YTD | +27.3% | +113.3% | -86.0% | +26.7% |
| 1Y | +33.2% | +173.5% | -140.3% | +32.1% |
| 3Y | +64.5% | -63.9% | +128.4% | +65.9% |
| All | +81.6% | -90.8% | +172.4% | +84.1% |
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