+7,268.8%
FTNT vs KEY
+538.8%
+6,730.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +2.3% |
| 7D | -3.0% | -0.4% | -2.6% | -2.8% |
| 30D | -37.1% | +7.2% | -44.3% | -38.5% |
| 3M | -23.3% | -4.9% | -18.4% | -22.4% |
| 6M | +7.4% | +1.1% | +6.3% | +6.6% |
| YTD | +54.2% | +6.8% | +47.4% | +49.9% |
| 1Y | +49.7% | +23.3% | +26.4% | +39.4% |
| 3Y | +146.6% | +126.1% | +20.5% | +87.8% |
| 5Y | +75.4% | +15.2% | +60.2% | +57.1% |
| 10Y | +1,828.7% | +113.6% | +1,715.1% | +1,141.3% |
| All | +7,268.8% | +538.8% | +6,730.0% | +3,099.6% |
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