+92.9%
FTNT vs KVYO
-47.3%
+140.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.0% |
| 7D | -0.1% | -12.1% | +11.9% | +2.3% |
| 30D | -3.0% | -5.2% | +2.2% | -2.1% |
| 3M | +7.6% | +14.5% | -6.9% | +4.2% |
| 6M | +87.0% | -17.6% | +104.6% | +85.4% |
| YTD | +96.5% | -49.6% | +146.2% | +104.0% |
| 1Y | +92.9% | -48.6% | +141.5% | +100.7% |
| All | +92.9% | -47.3% | +140.3% | +100.7% |
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