+2,072.5%
FTNT vs KGC
+698.0%
+1,374.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.8% |
| 7D | -0.1% | -5.6% | +5.5% | +0.3% |
| 30D | -3.0% | +6.1% | -9.1% | -3.6% |
| 3M | +7.6% | +17.3% | -9.7% | +5.8% |
| 6M | +87.0% | -10.3% | +97.2% | +87.5% |
| YTD | +96.5% | +3.9% | +92.7% | +93.8% |
| 1Y | +92.9% | +25.7% | +67.2% | +86.4% |
| 3Y | +139.8% | +526.0% | -386.1% | +97.5% |
| 5Y | +151.3% | +455.5% | -304.1% | +105.1% |
| All | +2,072.5% | +698.0% | +1,374.5% | +1,715.3% |
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