+405.8%
KRE vs FTNT
+9,162.9%
-8,757.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.4% |
| 7D | +2.3% | -2.7% | +5.0% | +2.8% |
| 30D | -2.5% | -1.4% | -1.1% | -2.5% |
| 3M | +6.2% | +10.1% | -3.9% | +3.8% |
| 6M | +15.8% | +88.2% | -72.4% | +1.0% |
| YTD | +16.0% | +98.3% | -82.3% | -0.1% |
| 1Y | +16.2% | +96.0% | -79.8% | +0.1% |
| 3Y | +86.4% | +145.8% | -59.4% | +49.7% |
| 5Y | +33.0% | +154.6% | -121.7% | +1.3% |
| 10Y | +123.0% | +2,063.6% | -1,940.7% | +4.5% |
| All | +405.8% | +9,162.9% | -8,757.1% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling