+2,098.3%
FTNT vs KDP
+173.4%
+1,924.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 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