+92.9%
FTNT vs KWEB
-35.0%
+127.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.9% |
| 7D | -0.1% | -5.6% | +5.4% | +0.8% |
| 30D | -3.0% | -10.7% | +7.7% | -1.0% |
| 3M | +7.6% | -7.4% | +15.0% | +9.0% |
| 6M | +87.0% | -19.3% | +106.3% | +93.0% |
| YTD | +96.5% | -27.8% | +124.3% | +107.3% |
| 1Y | +92.9% | -35.9% | +128.9% | +111.2% |
| All | +92.9% | -35.0% | +127.9% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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