+1,855.1%
FTNT vs KHC
-41.6%
+1,896.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -5.8% | -1.8% | -4.1% | -5.5% |
| 30D | -4.8% | -1.9% | -2.9% | -4.5% |
| 3M | +4.4% | +14.4% | -10.0% | +1.0% |
| 6M | +88.8% | +8.7% | +80.1% | +84.2% |
| YTD | +96.8% | +7.8% | +89.0% | +92.1% |
| 1Y | +104.5% | -1.5% | +106.0% | +103.4% |
| 3Y | +156.8% | -9.9% | +166.6% | +155.8% |
| 5Y | +144.1% | -10.7% | +154.8% | +139.7% |
| 10Y | +2,021.8% | -55.7% | +2,077.5% | +2,378.1% |
| All | +1,855.1% | -41.6% | +1,896.7% | +1,925.9% |
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