+152.5%
KRE vs FCEL
-100.0%
+252.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +18.8% | -20.1% | -3.0% |
| 7D | +2.3% | +4.0% | -1.7% | +1.6% |
| 30D | -2.5% | -13.1% | +10.6% | -1.8% |
| 3M | +6.2% | +14.6% | -8.3% | +1.6% |
| 6M | +15.8% | +133.7% | -117.9% | +0.4% |
| YTD | +16.0% | +143.0% | -127.0% | -0.7% |
| 1Y | +16.2% | +320.9% | -304.7% | -7.7% |
| 3Y | +86.4% | -58.9% | +145.3% | +71.4% |
| 5Y | +33.0% | -89.7% | +122.6% | +32.3% |
| 10Y | +123.0% | -99.1% | +222.1% | +125.0% |
| All | +152.5% | -100.0% | +252.5% | +181.4% |
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 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