+57.0%
FTNT vs KHC
+8.5%
+48.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -1.6% |
| 7D | +7.1% | +2.0% | +5.0% | +7.3% |
| 30D | -30.9% | +10.6% | -41.5% | -30.3% |
| 3M | -23.1% | +0.5% | -23.6% | -22.6% |
| 6M | +8.1% | +12.1% | -4.0% | +7.9% |
| YTD | +60.2% | +8.9% | +51.3% | +59.8% |
| 1Y | +57.0% | +7.5% | +49.5% | +54.7% |
| All | +57.0% | +8.5% | +48.5% | +54.7% |
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