+9,303.7%
FTNT vs KIM
+306.7%
+8,997.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -5.8% | +0.4% | -6.3% | -6.0% |
| 30D | -4.8% | -4.0% | -0.8% | -3.7% |
| 3M | +4.4% | +0.5% | +3.9% | +3.9% |
| 6M | +88.8% | +3.6% | +85.2% | +85.8% |
| YTD | +96.8% | +20.4% | +76.4% | +84.8% |
| 1Y | +104.5% | +9.7% | +94.8% | +97.2% |
| 3Y | +156.8% | +46.0% | +110.8% | +124.7% |
| 5Y | +144.1% | +34.4% | +109.6% | +118.7% |
| 10Y | +2,021.8% | +29.3% | +1,992.5% | +1,774.6% |
| All | +9,303.7% | +306.7% | +8,997.0% | +4,749.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling