+9,303.7%
FTNT vs KEY
+561.8%
+8,742.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -5.8% | +2.2% | -8.1% | -6.5% |
| 30D | -4.8% | -3.0% | -1.8% | -4.0% |
| 3M | +4.4% | +3.3% | +1.1% | +3.3% |
| 6M | +88.8% | +9.2% | +79.6% | +83.1% |
| YTD | +96.8% | +10.6% | +86.2% | +89.9% |
| 1Y | +104.5% | +20.4% | +84.1% | +91.9% |
| 3Y | +156.8% | +121.8% | +34.9% | +95.9% |
| 5Y | +144.1% | +41.1% | +102.9% | +105.6% |
| 10Y | +2,021.8% | +168.5% | +1,853.2% | +1,153.9% |
| All | +9,303.7% | +561.8% | +8,742.0% | +3,951.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling