+3,013.9%
FTNT vs KEYS
+1,113.8%
+1,900.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.7% | -3.6% |
| 7D | -0.1% | +3.5% | -3.6% | -1.8% |
| 30D | -3.0% | -4.5% | +1.5% | -1.2% |
| 3M | +7.6% | -0.4% | +8.0% | +6.2% |
| 6M | +87.0% | +19.1% | +67.8% | +66.5% |
| YTD | +96.5% | +66.7% | +29.9% | +43.3% |
| 1Y | +92.9% | +96.5% | -3.5% | +28.1% |
| 3Y | +139.8% | +155.2% | -15.3% | +33.3% |
| 5Y | +151.3% | +88.0% | +63.3% | +64.6% |
| 10Y | +2,082.2% | +1,046.8% | +1,035.4% | +525.2% |
| All | +3,013.9% | +1,113.8% | +1,900.2% | +821.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling