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  • FTNT vs KDP✓SelectedUSD · KDPFTNT vs KDP performance historyLatest closeAs of-0.16%09/09
Stock and ETF performance explorer

FTNT vs KDP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,098.3%
KDP return
+173.4%
Excess return
+1,924.9%
Maximum drawdown
-38.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioKDPExcessAlpha
1D-0.2%-1.4%+1.3%+0.3%
7D+1.7%-1.6%+3.3%+2.2%
30D-4.3%+9.5%-13.7%-6.9%
3M+13.6%+2.6%+11.0%+12.1%
6M+87.6%+15.6%+72.0%+77.5%
YTD+98.0%+17.3%+80.7%+85.9%
1Y+96.9%+20.1%+76.8%+82.6%
3Y+145.4%+4.9%+140.5%+133.1%
5Y+153.0%+5.0%+148.0%+141.3%
10Y+2,098.3%+179.8%+1,918.5%+1,582.2%
All+2,098.3%+173.4%+1,924.9%+1,582.2%

Cumulative growth

Daily Returns

Daily percentage return beside KDP.

Daily Out/Under-Performance

Portfolio return minus KDP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × KDP 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 KDP 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