+154.6%
FTNT vs KEY
+39.4%
+115.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +1.2% |
| 7D | -2.7% | +2.7% | -5.4% | -3.4% |
| 30D | -1.4% | -3.2% | +1.9% | -0.6% |
| 3M | +10.1% | +1.0% | +9.1% | +9.7% |
| 6M | +88.2% | +11.9% | +76.3% | +82.0% |
| YTD | +98.3% | +8.7% | +89.6% | +92.9% |
| 1Y | +96.0% | +18.5% | +77.5% | +85.9% |
| 3Y | +145.8% | +124.0% | +21.8% | +94.3% |
| 5Y | +154.6% | +40.8% | +113.8% | +158.9% |
| All | +154.6% | +39.4% | +115.2% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling