+92.9%
FTNT vs KMX
+3.5%
+89.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | -0.1% | -3.1% | +3.0% | +0.1% |
| 30D | -3.0% | +4.4% | -7.4% | -3.5% |
| 3M | +7.6% | +18.9% | -11.3% | +5.3% |
| 6M | +87.0% | +44.3% | +42.7% | +77.6% |
| YTD | +96.5% | +58.7% | +37.8% | +84.0% |
| 1Y | +92.9% | +0.1% | +92.8% | +85.8% |
| All | +92.9% | +3.5% | +89.4% | +85.8% |
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 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