+92.9%
FTNT vs KGC
+28.2%
+64.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.8% |
| 7D | -0.1% | -5.6% | +5.5% | +0.2% |
| 30D | -3.0% | +6.1% | -9.1% | -3.3% |
| 3M | +7.6% | +17.3% | -9.7% | +6.3% |
| 6M | +87.0% | -10.3% | +97.2% | +87.3% |
| YTD | +96.5% | +3.9% | +92.7% | +91.0% |
| 1Y | +92.9% | +25.7% | +67.2% | +75.7% |
| All | +92.9% | +28.2% | +64.7% | +75.7% |
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