+51.8%
FTNT vs KGC
-5.3%
+57.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +0.5% |
| 7D | -25.7% | -6.8% | -18.9% | -25.3% |
| 30D | -29.7% | -9.2% | -20.6% | -29.3% |
| 3M | -23.1% | -9.1% | -14.0% | -23.3% |
| 6M | +45.0% | -25.7% | +70.6% | +46.1% |
| YTD | +62.9% | -23.6% | +86.6% | +57.7% |
| 1Y | +51.8% | -4.3% | +56.1% | +40.7% |
| All | +51.8% | -5.3% | +57.1% | +40.7% |
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