+59.9%
FTNT vs KEY
+25.2%
+34.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +5.7% | +1.8% | +4.0% | +5.7% |
| 30D | -32.1% | +7.1% | -39.2% | -32.1% |
| 3M | -19.5% | -5.9% | -13.5% | -19.0% |
| 6M | +13.8% | +2.2% | +11.6% | +14.9% |
| YTD | +63.1% | +6.4% | +56.7% | +63.2% |
| All | +59.9% | +25.2% | +34.7% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling