+162.8%
FTNT vs KEEL
-34.6%
+197.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.5% | -2.2% |
| 7D | -0.1% | +2.9% | -3.0% | -0.5% |
| 30D | -3.0% | +0.8% | -3.8% | -3.6% |
| 3M | +7.6% | -35.3% | +42.9% | +10.8% |
| 6M | +87.0% | +59.4% | +27.6% | +71.2% |
| YTD | +96.5% | +51.9% | +44.6% | +78.8% |
| 1Y | +92.9% | +75.0% | +17.9% | +66.5% |
| 3Y | +139.8% | +224.5% | -84.7% | +63.2% |
| All | +162.8% | -34.6% | +197.4% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling