-24.4%
KVUE vs FCEL
-76.7%
+52.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.2% |
| 7D | -6.1% | +6.3% | -12.4% | -6.1% |
| 30D | -5.6% | -18.8% | +13.2% | -5.6% |
| 3M | -0.3% | -3.8% | +3.5% | -0.6% |
| 6M | +1.4% | +121.1% | -119.8% | +0.2% |
| YTD | +6.7% | +113.3% | -106.5% | +5.5% |
| 1Y | +1.0% | +173.5% | -172.6% | -0.8% |
| 3Y | -5.4% | -63.9% | +58.5% | -5.2% |
| All | -24.4% | -76.7% | +52.2% | -24.6% |
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