+43.0%
FTNT vs KRMN
+17.4%
+25.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.3% | +11.1% | +0.8% |
| 7D | +1.7% | -12.9% | +14.6% | +2.9% |
| 30D | -4.3% | -43.3% | +39.1% | +0.5% |
| 3M | +13.6% | -27.2% | +40.8% | +15.9% |
| 6M | +87.6% | -66.8% | +154.4% | +109.3% |
| YTD | +98.0% | -51.9% | +149.9% | +100.0% |
| 1Y | +96.9% | -43.7% | +140.6% | +88.5% |
| All | +43.0% | +17.4% | +25.6% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling