+9,303.7%
FTNT vs KGC
+80.7%
+9,223.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.1% |
| 7D | -5.8% | -1.3% | -4.6% | -5.8% |
| 30D | -4.8% | +20.3% | -25.1% | -6.3% |
| 3M | +4.4% | +8.1% | -3.7% | +3.5% |
| 6M | +88.8% | -8.8% | +97.5% | +89.0% |
| YTD | +96.8% | +10.1% | +86.8% | +93.6% |
| 1Y | +104.5% | +44.2% | +60.2% | +96.3% |
| 3Y | +156.8% | +533.0% | -376.3% | +116.4% |
| 5Y | +144.1% | +443.0% | -298.9% | +105.0% |
| 10Y | +2,021.8% | +678.6% | +1,343.2% | +1,612.8% |
| All | +9,303.7% | +80.7% | +9,223.0% | +9,346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling