+2,072.5%
FTNT vs KHC
-54.1%
+2,126.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -1.9% |
| 7D | -0.1% | -1.0% | +0.9% | 0.0% |
| 30D | -3.0% | +1.9% | -4.9% | -3.4% |
| 3M | +7.6% | +3.2% | +4.4% | +6.6% |
| 6M | +87.0% | +10.0% | +77.0% | +82.7% |
| YTD | +96.5% | +6.7% | +89.8% | +92.9% |
| 1Y | +92.9% | -0.9% | +93.8% | +91.8% |
| 3Y | +139.8% | -13.6% | +153.4% | +141.3% |
| 5Y | +151.3% | -12.8% | +164.2% | +149.1% |
| All | +2,072.5% | -54.1% | +2,126.5% | +2,137.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling