+153.0%
FTNT vs KGC
+454.1%
-301.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -4.3% | +10.5% | -14.7% | -5.2% |
| 3M | +13.6% | +19.8% | -6.2% | +11.3% |
| 6M | +87.6% | -6.7% | +94.3% | +87.5% |
| YTD | +98.0% | +7.8% | +90.2% | +94.0% |
| 1Y | +96.9% | +35.7% | +61.2% | +87.5% |
| 3Y | +145.4% | +553.7% | -408.3% | +91.6% |
| 5Y | +153.0% | +461.7% | -308.7% | +94.5% |
| All | +153.0% | +454.1% | -301.1% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling