+2,072.5%
FTNT vs KMX
+11.6%
+2,060.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.1% |
| 7D | -0.1% | -3.1% | +3.0% | +0.6% |
| 30D | -3.0% | +4.4% | -7.4% | -4.2% |
| 3M | +7.6% | +18.9% | -11.3% | +2.1% |
| 6M | +87.0% | +44.3% | +42.7% | +67.1% |
| YTD | +96.5% | +58.7% | +37.8% | +70.1% |
| 1Y | +92.9% | +0.1% | +92.8% | +85.8% |
| 3Y | +139.8% | -24.4% | +164.3% | +141.6% |
| 5Y | +151.3% | -54.4% | +205.7% | +183.0% |
| All | +2,072.5% | +11.6% | +2,060.9% | +1,847.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling