+9,457.8%
FTNT vs KNX
+410.0%
+9,047.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | -1.9% | +1.0% | -2.9% | -2.3% |
| 3M | +14.4% | -12.6% | +27.0% | +19.3% |
| 6M | +88.7% | +21.1% | +67.6% | +74.5% |
| YTD | +100.0% | +33.2% | +66.8% | +77.7% |
| 1Y | +99.9% | +67.8% | +32.1% | +62.1% |
| 3Y | +147.9% | +37.3% | +110.6% | +109.1% |
| 5Y | +155.8% | +41.1% | +114.7% | +111.5% |
| 10Y | +2,121.1% | +170.6% | +1,950.4% | +1,216.4% |
| All | +9,457.8% | +410.0% | +9,047.8% | +3,916.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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