+104.5%
FTNT vs KHC
-3.0%
+107.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | -5.8% | -3.3% | -2.5% | -5.8% |
| 30D | -4.8% | -3.4% | -1.4% | -4.7% |
| 3M | +4.4% | +12.6% | -8.2% | +3.2% |
| 6M | +88.8% | +7.0% | +81.8% | +87.1% |
| YTD | +96.8% | +6.1% | +90.7% | +95.6% |
| 1Y | +104.5% | -3.1% | +107.5% | +104.7% |
| All | +104.5% | -3.0% | +107.5% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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