+104.5%
FTNT vs KGC
+43.6%
+60.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.1% |
| 7D | -5.8% | -1.3% | -4.6% | -5.8% |
| 30D | -4.8% | +20.3% | -25.1% | -6.0% |
| 3M | +4.4% | +8.1% | -3.7% | +3.8% |
| 6M | +88.8% | -8.8% | +97.5% | +89.5% |
| YTD | +96.8% | +10.1% | +86.8% | +90.2% |
| 1Y | +104.5% | +44.2% | +60.2% | +77.7% |
| All | +104.5% | +43.6% | +60.8% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling