+147.4%
FTNT vs KEY
+132.7%
+14.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -5.8% | +2.2% | -8.1% | -6.4% |
| 30D | -4.8% | -3.0% | -1.8% | -4.1% |
| 3M | +4.4% | +3.3% | +1.1% | +3.6% |
| 6M | +88.8% | +9.2% | +79.6% | +83.9% |
| YTD | +96.8% | +10.6% | +86.2% | +90.8% |
| 1Y | +104.5% | +20.4% | +84.1% | +93.3% |
| All | +147.4% | +132.7% | +14.7% | +111.8% |
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