+2,072.5%
FTNT vs KEYS
+1,049.9%
+1,022.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.7% | -3.7% |
| 7D | -0.1% | +3.5% | -3.6% | -1.9% |
| 30D | -3.0% | -4.5% | +1.5% | -1.1% |
| 3M | +7.6% | -0.4% | +8.0% | +6.2% |
| 6M | +87.0% | +19.1% | +67.8% | +65.8% |
| YTD | +96.5% | +66.7% | +29.9% | +41.4% |
| 1Y | +92.9% | +96.5% | -3.5% | +25.8% |
| 3Y | +139.8% | +155.2% | -15.3% | +29.3% |
| 5Y | +151.3% | +88.0% | +63.3% | +61.2% |
| All | +2,072.5% | +1,049.9% | +1,022.6% | +470.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling