+2,896.3%
KLAC vs FTNT
+2,095.7%
+800.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.7% | +2.7% |
| 7D | -2.7% | -0.1% | -2.5% | -2.6% |
| 30D | -13.2% | -3.0% | -10.2% | -12.5% |
| 3M | -25.0% | +7.6% | -32.6% | -27.9% |
| 6M | +23.6% | +87.0% | -63.4% | -7.3% |
| YTD | +49.2% | +96.5% | -47.3% | +8.9% |
| 1Y | +89.3% | +92.9% | -3.6% | +39.0% |
| 3Y | +274.4% | +139.8% | +134.5% | +134.0% |
| 5Y | +440.9% | +151.3% | +289.6% | +204.3% |
| All | +2,896.3% | +2,095.7% | +800.6% | +534.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 10y: compounded portfolio wealth divided by compounded FTNT 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…
10y analysis · Full analysis span regression · 6 months rolling