+1,947.1%
FTNT vs KMB
+36.1%
+1,911.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.4% |
| 7D | +5.7% | -3.0% | +8.7% | +6.2% |
| 30D | -32.1% | +9.1% | -41.1% | -33.3% |
| 3M | -19.5% | -0.4% | -19.0% | -19.7% |
| 6M | +13.8% | +13.0% | +0.8% | +10.3% |
| YTD | +63.1% | +10.3% | +52.8% | +58.3% |
| 1Y | +57.7% | +8.2% | +49.5% | +53.6% |
| 3Y | +154.9% | +0.4% | +154.5% | +146.3% |
| 5Y | +89.3% | -2.7% | +92.0% | +83.4% |
| All | +1,947.1% | +36.1% | +1,911.0% | +1,716.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling