+2,111.2%
FTNT vs KIM
+33.1%
+2,078.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +1.6% | -1.5% | +3.1% | +1.9% |
| 30D | -1.9% | -1.7% | -0.2% | -1.6% |
| 3M | +14.4% | -7.1% | +21.5% | +16.1% |
| 6M | +88.7% | +2.9% | +85.8% | +86.6% |
| YTD | +100.0% | +18.8% | +81.2% | +90.9% |
| 1Y | +99.9% | +9.4% | +90.4% | +94.4% |
| 3Y | +147.9% | +44.6% | +103.4% | +124.4% |
| 5Y | +155.8% | +37.9% | +117.9% | +135.0% |
| All | +2,111.2% | +33.1% | +2,078.1% | +1,844.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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