+7,268.8%
FTNT vs KDP
+1,180.5%
+6,088.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.8% |
| 7D | -3.0% | +0.3% | -3.3% | -3.2% |
| 30D | -37.1% | +16.3% | -53.4% | -40.3% |
| 3M | -23.3% | +24.0% | -47.3% | -29.0% |
| 6M | +7.4% | +30.0% | -22.6% | -2.8% |
| YTD | +54.2% | +36.1% | +18.1% | +36.4% |
| 1Y | +49.7% | +46.8% | +2.9% | +28.7% |
| 3Y | +146.6% | +30.5% | +116.1% | +114.9% |
| 5Y | +75.4% | +17.9% | +57.5% | +59.6% |
| 10Y | +1,828.7% | +239.3% | +1,589.4% | +1,056.4% |
| All | +7,268.8% | +1,180.5% | +6,088.3% | +2,621.2% |
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