+154.7%
FTNT vs KIM
+66.0%
+88.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | -1.0% | -1.0% | 0.0% | -0.9% |
| 30D | -33.6% | +14.8% | -48.4% | -35.1% |
| 3M | -20.9% | +8.1% | -29.0% | -21.7% |
| 6M | +11.0% | +11.7% | -0.7% | +8.5% |
| YTD | +61.3% | +30.7% | +30.6% | +49.3% |
| 1Y | +53.1% | +29.7% | +23.4% | +42.0% |
| All | +154.7% | +66.0% | +88.7% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling