+7,050.4%
FTNT vs KEY
+522.1%
+6,528.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -12.7% | -1.3% | -11.4% | -12.4% |
| 30D | -37.2% | +5.1% | -42.4% | -38.2% |
| 3M | -25.8% | -7.1% | -18.7% | -24.4% |
| 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% | +37.3% |
| 3Y | +137.2% | +113.9% | +23.3% | +83.6% |
| 5Y | +74.2% | +12.3% | +61.8% | +57.1% |
| 10Y | +1,824.2% | +125.5% | +1,698.7% | +1,109.6% |
| All | +7,050.4% | +522.1% | +6,528.3% | +3,028.4% |
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