+2,072.5%
FTNT vs KMI
+136.8%
+1,935.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -0.1% | -1.7% | +1.6% | +0.5% |
| 30D | -3.0% | -2.7% | -0.2% | -2.0% |
| 3M | +7.6% | -0.7% | +8.3% | +7.6% |
| 6M | +87.0% | -5.0% | +91.9% | +89.5% |
| YTD | +96.5% | +15.5% | +81.1% | +84.4% |
| 1Y | +92.9% | +16.4% | +76.5% | +80.0% |
| 3Y | +139.8% | +114.2% | +25.7% | +75.9% |
| 5Y | +151.3% | +153.3% | -1.9% | +72.6% |
| All | +2,072.5% | +136.8% | +1,935.7% | +1,353.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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