+162.8%
FTNT vs KR
+52.3%
+110.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -1.8% |
| 7D | -0.1% | -0.2% | 0.0% | -0.1% |
| 30D | -3.0% | +5.1% | -8.0% | -3.1% |
| 3M | +7.6% | -8.2% | +15.7% | +7.8% |
| 6M | +87.0% | -18.0% | +104.9% | +87.8% |
| YTD | +96.5% | -4.8% | +101.3% | +96.8% |
| 1Y | +92.9% | -11.0% | +104.0% | +93.5% |
| 3Y | +139.8% | +37.7% | +102.2% | +129.4% |
| All | +162.8% | +52.3% | +110.5% | +145.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling