+3,775.7%
FTNT vs KMI
+111.3%
+3,664.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | +0.1% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | -1.4% | +3.7% | -5.0% | -2.7% |
| 3M | +10.1% | +3.2% | +6.9% | +8.6% |
| 6M | +88.2% | -3.0% | +91.2% | +89.3% |
| YTD | +98.3% | +19.7% | +78.6% | +84.1% |
| 1Y | +96.0% | +25.6% | +70.3% | +78.3% |
| 3Y | +145.8% | +120.2% | +25.6% | +80.4% |
| 5Y | +154.6% | +160.5% | -5.8% | +75.0% |
| 10Y | +2,063.6% | +134.8% | +1,928.8% | +1,349.7% |
| All | +3,775.7% | +111.3% | +3,664.4% | +2,218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling