+51.8%
FTNT vs KHC
+11.6%
+40.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +1.3% |
| 7D | -25.7% | +6.6% | -32.3% | -25.3% |
| 30D | -29.7% | +16.5% | -46.2% | -29.3% |
| 3M | -23.1% | -3.0% | -20.1% | -22.5% |
| 6M | +45.0% | +17.4% | +27.6% | +44.2% |
| YTD | +62.9% | +10.3% | +52.6% | +63.2% |
| 1Y | +51.8% | +12.5% | +39.4% | +48.7% |
| All | +51.8% | +11.6% | +40.2% | +48.7% |
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