+33.1%
KRE vs FCEL
-91.3%
+124.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +0.9% |
| 7D | -1.4% | +6.3% | -7.7% | -2.0% |
| 30D | -3.9% | -18.8% | +14.9% | -2.9% |
| 3M | +3.6% | -3.8% | +7.5% | +0.9% |
| 6M | +15.4% | +121.1% | -105.8% | +0.3% |
| YTD | +15.2% | +113.3% | -98.1% | -0.4% |
| 1Y | +16.5% | +173.5% | -157.1% | -3.9% |
| 3Y | +85.2% | -63.9% | +149.1% | +80.4% |
| 5Y | +33.1% | -90.7% | +123.8% | +46.4% |
| All | +33.1% | -91.3% | +124.4% | +46.4% |
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 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