+9,374.7%
FTNT vs KMX
+190.2%
+9,184.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +2.0% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | -1.4% | +4.1% | -5.5% | -2.7% |
| 3M | +10.1% | +27.5% | -17.4% | +1.5% |
| 6M | +88.2% | +43.6% | +44.6% | +65.6% |
| YTD | +98.3% | +56.8% | +41.5% | +68.6% |
| 1Y | +96.0% | -1.3% | +97.3% | +87.8% |
| 3Y | +145.8% | -25.4% | +171.2% | +146.9% |
| 5Y | +154.6% | -53.9% | +208.5% | +187.4% |
| 10Y | +2,063.6% | +0.7% | +2,063.0% | +1,597.4% |
| All | +9,374.7% | +190.2% | +9,184.5% | +4,382.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling