+155.1%
FTNT vs KVUE
-20.4%
+175.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -0.1% | -5.1% | +5.0% | -0.2% |
| 30D | -3.0% | -6.3% | +3.4% | -3.0% |
| 3M | +7.6% | -0.5% | +8.1% | +7.5% |
| 6M | +87.0% | +3.1% | +83.9% | +86.8% |
| YTD | +96.5% | +6.7% | +89.8% | +96.1% |
| 1Y | +92.9% | -1.1% | +94.1% | +92.8% |
| 3Y | +139.8% | -8.7% | +148.6% | +142.0% |
| All | +155.1% | -20.4% | +175.5% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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