+884.7%
FTNT vs KEEL
+280.1%
+604.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +1.5% |
| 7D | +1.6% | +2.7% | -1.1% | +1.4% |
| 30D | -1.9% | +4.6% | -6.4% | -2.5% |
| 3M | +14.4% | -34.5% | +48.9% | +16.4% |
| 6M | +88.7% | +59.3% | +29.4% | +79.1% |
| YTD | +100.0% | +46.4% | +53.7% | +89.8% |
| 1Y | +99.9% | +96.6% | +3.3% | +82.4% |
| 3Y | +147.9% | +182.0% | -34.0% | +107.6% |
| 5Y | +155.8% | -38.2% | +194.0% | +120.8% |
| All | +884.7% | +280.1% | +604.6% | +688.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling