+9,359.7%
FTNT vs KR
+572.2%
+8,787.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | 0.0% |
| 7D | +1.7% | -3.1% | +4.8% | +2.2% |
| 30D | -4.3% | +0.6% | -4.9% | -4.4% |
| 3M | +13.6% | -9.8% | +23.4% | +15.0% |
| 6M | +87.6% | -22.1% | +109.7% | +94.0% |
| YTD | +98.0% | -8.1% | +106.1% | +99.3% |
| 1Y | +96.9% | -14.7% | +111.6% | +100.1% |
| 3Y | +145.4% | +28.6% | +116.8% | +128.2% |
| 5Y | +153.0% | +36.4% | +116.6% | +129.3% |
| 10Y | +2,098.3% | +120.8% | +1,977.5% | +1,593.2% |
| All | +9,359.7% | +572.2% | +8,787.5% | +4,492.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling