+104.5%
FTNT vs KMX
+5.0%
+99.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.1% |
| 7D | -5.8% | +1.9% | -7.7% | -6.0% |
| 30D | -4.8% | +11.7% | -16.5% | -5.9% |
| 3M | +4.4% | +34.9% | -30.5% | +0.6% |
| 6M | +88.8% | +50.3% | +38.5% | +78.5% |
| YTD | +96.8% | +63.8% | +33.0% | +83.4% |
| 1Y | +104.5% | +3.8% | +100.6% | +97.6% |
| All | +104.5% | +5.0% | +99.5% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling