+43.2%
KO vs FTNT
+49.6%
-6.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.2% |
| 7D | +4.4% | -25.7% | +30.1% | +1.2% |
| 30D | +10.7% | -29.7% | +40.5% | +6.7% |
| 3M | +11.3% | -23.1% | +34.4% | +8.6% |
| 6M | +24.0% | +45.0% | -20.9% | +29.6% |
| YTD | +39.7% | +62.9% | -23.2% | +47.7% |
| 1Y | +43.2% | +51.8% | -8.6% | +51.0% |
| All | +43.2% | +49.6% | -6.3% | +51.0% |
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