+1,910.4%
FTNT vs KEY
+96.4%
+1,814.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +7.1% | +2.9% | +4.1% | +6.3% |
| 30D | -30.9% | +8.4% | -39.3% | -32.4% |
| 3M | -23.1% | -5.8% | -17.3% | -22.1% |
| 6M | +8.1% | +5.4% | +2.7% | +6.3% |
| YTD | +60.2% | +7.1% | +53.1% | +56.3% |
| 1Y | +57.0% | +26.8% | +30.2% | +46.4% |
| 3Y | +152.9% | +128.7% | +24.2% | +99.7% |
| 5Y | +85.9% | +13.6% | +72.3% | +70.7% |
| All | +1,910.4% | +96.4% | +1,814.0% | +1,427.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling