+7,554.6%
FTNT vs KIM
+340.4%
+7,214.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | +7.1% | +0.1% | +6.9% | +7.0% |
| 30D | -30.9% | +14.1% | -45.0% | -33.8% |
| 3M | -23.1% | +6.0% | -29.1% | -24.8% |
| 6M | +8.1% | +13.2% | -5.1% | +3.4% |
| YTD | +60.2% | +30.4% | +29.8% | +46.3% |
| 1Y | +57.0% | +31.0% | +26.0% | +43.1% |
| 3Y | +152.9% | +67.6% | +85.3% | +112.1% |
| 5Y | +85.9% | +35.8% | +50.1% | +65.5% |
| 10Y | +1,896.5% | +63.7% | +1,832.9% | +1,498.8% |
| All | +7,554.6% | +340.4% | +7,214.3% | +3,739.9% |
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