+51.8%
FTNT vs KRMN
-59.3%
+111.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -13.5% | +14.5% | +0.4% |
| 7D | -25.7% | -10.0% | -15.6% | -25.8% |
| 30D | -29.7% | +3.5% | -33.2% | -29.8% |
| 3M | -23.1% | -36.7% | +13.6% | -23.4% |
| 6M | +45.0% | -47.7% | +92.7% | +43.8% |
| YTD | +62.9% | -53.3% | +116.2% | +57.8% |
| 1Y | +51.8% | -59.7% | +111.5% | +49.7% |
| All | +51.8% | -59.3% | +111.2% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 1y: compounded portfolio wealth divided by compounded KRMN 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…
1y analysis · Full analysis span regression · 6 months rolling