+1,520.5%
FTNT vs KHC
-42.4%
+1,562.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +1.0% |
| 7D | +5.7% | -3.3% | +9.1% | +6.5% |
| 30D | -32.1% | +9.1% | -41.2% | -33.5% |
| 3M | -19.5% | +1.4% | -20.9% | -20.0% |
| 6M | +13.8% | +8.4% | +5.4% | +10.9% |
| YTD | +63.1% | +6.2% | +57.0% | +59.3% |
| 1Y | +57.7% | +5.7% | +52.0% | +54.0% |
| 3Y | +154.9% | -12.0% | +166.9% | +154.9% |
| 5Y | +89.3% | -15.3% | +104.6% | +88.5% |
| 10Y | +1,933.0% | -51.8% | +1,984.8% | +2,151.3% |
| All | +1,520.5% | -42.4% | +1,562.9% | +1,579.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling