+1,502.5%
FTNT vs KHC
-42.9%
+1,545.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | -1.0% | -4.6% | +3.6% | -0.1% |
| 30D | -33.6% | +8.1% | -41.7% | -34.8% |
| 3M | -20.9% | 0.0% | -20.9% | -21.2% |
| 6M | +11.0% | +7.9% | +3.0% | +8.2% |
| YTD | +61.3% | +5.3% | +56.1% | +57.8% |
| 1Y | +53.1% | +5.1% | +48.0% | +49.7% |
| 3Y | +152.1% | -12.8% | +164.9% | +152.5% |
| 5Y | +90.1% | -16.2% | +106.3% | +89.8% |
| 10Y | +1,910.4% | -52.3% | +1,962.6% | +2,130.1% |
| All | +1,502.5% | -42.9% | +1,545.4% | +1,563.9% |
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 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