+139.8%
FTNT vs KWEB
-2.3%
+142.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.8% |
| 7D | -0.1% | -5.6% | +5.4% | +0.7% |
| 30D | -3.0% | -10.7% | +7.7% | -1.4% |
| 3M | +7.6% | -7.4% | +15.0% | +8.7% |
| 6M | +87.0% | -19.3% | +106.3% | +92.4% |
| YTD | +96.5% | -27.8% | +124.3% | +105.5% |
| 1Y | +92.9% | -35.9% | +128.9% | +105.3% |
| 3Y | +139.8% | -1.9% | +141.8% | +140.2% |
| All | +139.8% | -2.3% | +142.1% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling