+154.7%
FTNT vs KHC
-12.8%
+167.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.7% |
| 7D | -1.0% | -4.6% | +3.6% | -1.3% |
| 30D | -33.6% | +8.1% | -41.7% | -33.3% |
| 3M | -20.9% | 0.0% | -20.9% | -20.8% |
| 6M | +11.0% | +7.9% | +3.0% | +11.1% |
| YTD | +61.3% | +5.3% | +56.1% | +61.6% |
| 1Y | +53.1% | +5.1% | +48.0% | +53.4% |
| All | +154.7% | -12.8% | +167.5% | +151.9% |
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