+1,910.4%
FTNT vs KDP
+247.6%
+1,662.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.5% |
| 7D | +7.1% | -0.8% | +7.8% | +7.1% |
| 30D | -30.9% | +9.7% | -40.6% | -33.0% |
| 3M | -23.1% | +17.6% | -40.7% | -27.1% |
| 6M | +8.1% | +25.8% | -17.7% | -0.1% |
| YTD | +60.2% | +33.9% | +26.3% | +44.1% |
| 1Y | +57.0% | +38.9% | +18.1% | +39.3% |
| 3Y | +152.9% | +26.8% | +126.1% | +125.0% |
| 5Y | +85.9% | +16.3% | +69.6% | +72.0% |
| All | +1,910.4% | +247.6% | +1,662.8% | +1,357.2% |
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