+1,910.4%
FTNT vs KGC
+637.7%
+1,272.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +7.1% | -6.7% | +13.7% | +7.7% |
| 30D | -30.9% | -6.7% | -24.2% | -30.5% |
| 3M | -23.1% | -22.6% | -0.5% | -21.7% |
| 6M | +8.1% | -33.4% | +41.5% | +11.3% |
| YTD | +60.2% | -26.0% | +86.2% | +62.3% |
| 1Y | +57.0% | -18.3% | +75.3% | +57.4% |
| 3Y | +152.9% | +315.8% | -162.9% | +114.5% |
| 5Y | +85.9% | +225.7% | -139.8% | +57.3% |
| All | +1,910.4% | +637.7% | +1,272.7% | +1,564.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling