+154.6%
FTNT vs KDP
+6.3%
+148.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.7% | +2.1% | -4.8% | -3.1% |
| 30D | -1.4% | +8.5% | -9.8% | -2.9% |
| 3M | +10.1% | +6.6% | +3.5% | +8.4% |
| 6M | +88.2% | +17.1% | +71.1% | +81.2% |
| YTD | +98.3% | +19.0% | +79.3% | +89.5% |
| 1Y | +96.0% | +21.8% | +74.2% | +85.3% |
| 3Y | +145.8% | +6.4% | +139.3% | +136.8% |
| 5Y | +154.6% | +5.1% | +149.5% | +148.8% |
| All | +154.6% | +6.3% | +148.4% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling