+137.2%
FTNT vs KEY
+106.2%
+31.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -12.7% | -1.3% | -11.4% | -12.4% |
| 30D | -37.2% | +5.1% | -42.4% | -38.1% |
| 3M | -25.8% | -7.1% | -18.7% | -24.5% |
| 6M | +32.1% | -4.4% | +36.5% | +33.1% |
| YTD | +49.7% | +4.0% | +45.6% | +46.6% |
| 1Y | +47.6% | +23.4% | +24.1% | +37.0% |
| 3Y | +137.2% | +113.9% | +23.3% | +99.8% |
| All | +137.2% | +106.2% | +31.0% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling