+89.3%
KLAC vs FTNT
+95.0%
-5.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.7% | +2.3% |
| 7D | -2.7% | -0.1% | -2.5% | -2.7% |
| 30D | -13.2% | -3.0% | -10.2% | -12.7% |
| 3M | -25.0% | +7.6% | -32.6% | -25.8% |
| 6M | +23.6% | +87.0% | -63.4% | +15.4% |
| YTD | +49.2% | +96.5% | -47.3% | +36.1% |
| 1Y | +89.3% | +92.9% | -3.6% | +73.4% |
| All | +89.3% | +95.0% | -5.7% | +73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling