+99.9%
FTNT vs KEY
+18.3%
+81.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | -1.8% | +3.4% | +1.8% |
| 30D | -1.9% | -3.3% | +1.4% | -1.5% |
| 3M | +14.4% | -0.2% | +14.6% | +14.7% |
| 6M | +88.7% | +12.1% | +76.5% | +84.0% |
| YTD | +100.0% | +8.4% | +91.6% | +97.2% |
| 1Y | +99.9% | +17.6% | +82.2% | +88.9% |
| All | +99.9% | +18.3% | +81.5% | +88.9% |
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