+2,072.5%
FTNT vs KR
+129.5%
+1,942.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -1.9% |
| 7D | -0.1% | -0.2% | 0.0% | -0.1% |
| 30D | -3.0% | +5.1% | -8.0% | -3.3% |
| 3M | +7.6% | -8.2% | +15.7% | +8.1% |
| 6M | +87.0% | -18.0% | +104.9% | +89.1% |
| YTD | +96.5% | -4.8% | +101.3% | +96.7% |
| 1Y | +92.9% | -11.0% | +104.0% | +93.9% |
| 3Y | +139.8% | +37.7% | +102.2% | +129.6% |
| 5Y | +151.3% | +52.8% | +98.5% | +137.3% |
| All | +2,072.5% | +129.5% | +1,942.9% | +1,913.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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