-22.5%
KWEB vs FCEL
-99.1%
+76.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.5% |
| 7D | -5.6% | +6.3% | -11.9% | -6.1% |
| 30D | -10.7% | -26.7% | +16.0% | -9.2% |
| 3M | -7.4% | -10.2% | +2.8% | -8.8% |
| 6M | -19.3% | +123.5% | -142.8% | -27.0% |
| YTD | -27.8% | +117.4% | -145.1% | -34.8% |
| 1Y | -35.9% | +146.0% | -181.9% | -43.5% |
| 3Y | -1.9% | -61.9% | +60.0% | -7.3% |
| 5Y | -43.2% | -90.5% | +47.3% | -42.5% |
| All | -22.5% | -99.1% | +76.6% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling