+85.7%
KRE vs FTNT
+140.8%
-55.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -4.5% | -3.0% | -1.5% | -4.3% |
| 3M | +2.7% | +7.6% | -4.9% | +1.4% |
| 6M | +16.9% | +87.0% | -70.1% | +5.8% |
| YTD | +15.4% | +96.5% | -81.2% | +3.3% |
| 1Y | +16.1% | +92.9% | -76.9% | +4.1% |
| 3Y | +85.7% | +139.8% | -54.1% | +68.5% |
| All | +85.7% | +140.8% | -55.1% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling