+7,607.6%
FTNT vs KDP
+1,225.9%
+6,381.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.1% |
| 7D | -1.0% | +4.0% | -5.0% | -2.2% |
| 30D | -33.6% | +16.8% | -50.4% | -37.0% |
| 3M | -20.9% | +32.0% | -52.9% | -28.2% |
| 6M | +11.0% | +35.2% | -24.2% | -0.7% |
| YTD | +61.3% | +40.9% | +20.4% | +41.2% |
| 1Y | +53.1% | +47.7% | +5.5% | +31.6% |
| 3Y | +152.1% | +34.8% | +117.3% | +117.6% |
| 5Y | +90.1% | +22.6% | +67.5% | +70.9% |
| 10Y | +1,910.4% | +266.4% | +1,643.9% | +1,072.6% |
| All | +7,607.6% | +1,225.9% | +6,381.6% | +2,716.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling