+51.8%
FTNT vs KEYS
+55.9%
-4.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.3% | +7.3% | +1.6% |
| 7D | -25.7% | -14.8% | -10.9% | -24.7% |
| 30D | -29.7% | -25.6% | -4.1% | -28.5% |
| 3M | -23.1% | -16.2% | -6.9% | -22.0% |
| 6M | +45.0% | -18.6% | +63.6% | +46.1% |
| YTD | +62.9% | +40.7% | +22.3% | +50.7% |
| 1Y | +51.8% | +59.6% | -7.8% | +36.1% |
| All | +51.8% | +55.9% | -4.1% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling