+51.8%
FTNT vs KEEL
-45.0%
+96.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.2% |
| 7D | -25.7% | -13.6% | -12.1% | -25.1% |
| 30D | -29.7% | -39.1% | +9.4% | -28.3% |
| 3M | -23.1% | -48.9% | +25.8% | -21.2% |
| 6M | +45.0% | -35.4% | +80.4% | +46.0% |
| YTD | +62.9% | -10.6% | +73.6% | +56.4% |
| 1Y | +51.8% | -45.3% | +97.1% | +49.5% |
| All | +51.8% | -45.0% | +96.8% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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