+34.0%
KR vs FCEL
-63.4%
+97.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.8% | +0.7% |
| 7D | -2.7% | +6.3% | -8.9% | -2.4% |
| 30D | +1.9% | -18.8% | +20.7% | +1.5% |
| 3M | -11.0% | -3.8% | -7.2% | -10.6% |
| 6M | -20.2% | +121.1% | -141.3% | -18.3% |
| YTD | -7.3% | +113.3% | -120.5% | -5.0% |
| 1Y | -13.1% | +173.5% | -186.6% | -10.5% |
| All | +34.0% | -63.4% | +97.4% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling