+141.6%
FTNT vs KHC
-12.1%
+153.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | +1.7% | -4.8% | +6.5% | +1.7% |
| 30D | -4.3% | +0.3% | -4.6% | -4.3% |
| 3M | +13.6% | +6.7% | +6.9% | +13.5% |
| 6M | +87.6% | +4.2% | +83.4% | +87.3% |
| YTD | +98.0% | +6.7% | +91.2% | +97.9% |
| 1Y | +96.9% | -1.4% | +98.3% | +96.2% |
| All | +141.6% | -12.1% | +153.7% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling