+104.5%
FTNT vs KVYO
-39.6%
+144.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | +1.1% |
| 7D | -5.8% | -7.6% | +1.8% | -4.3% |
| 30D | -4.8% | -3.6% | -1.2% | -4.5% |
| 3M | +4.4% | +17.9% | -13.5% | +0.5% |
| 6M | +88.8% | -4.7% | +93.5% | +82.0% |
| YTD | +96.8% | -42.7% | +139.5% | +101.1% |
| 1Y | +104.5% | -40.3% | +144.7% | +108.7% |
| All | +104.5% | -39.6% | +144.1% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 1y: compounded portfolio wealth divided by compounded KVYO 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…
1y analysis · Full analysis span regression · 6 months rolling