+146.6%
FTNT vs KDP
+29.0%
+117.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +3.1% |
| 7D | -3.0% | +0.3% | -3.3% | -2.9% |
| 30D | -37.1% | +16.3% | -53.4% | -36.2% |
| 3M | -23.3% | +24.0% | -47.3% | -21.9% |
| 6M | +7.4% | +30.0% | -22.6% | +9.5% |
| YTD | +54.2% | +36.1% | +18.1% | +57.6% |
| 1Y | +49.7% | +46.8% | +2.9% | +52.7% |
| 3Y | +146.6% | +30.5% | +116.1% | +156.7% |
| All | +146.6% | +29.0% | +117.6% | +156.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling