+2,088.5%
FTNT vs KMB
+15.3%
+2,073.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +4.0% | +0.6% |
| 7D | +1.7% | -8.6% | +10.3% | +3.4% |
| 30D | -4.3% | -7.5% | +3.3% | -2.9% |
| 3M | +13.6% | -0.6% | +14.2% | +13.3% |
| 6M | +87.6% | -1.5% | +89.1% | +86.9% |
| YTD | +98.0% | +1.6% | +96.4% | +95.4% |
| 1Y | +96.9% | -20.8% | +117.7% | +105.7% |
| 3Y | +145.4% | -12.4% | +157.8% | +145.3% |
| 5Y | +153.0% | -12.9% | +165.9% | +151.3% |
| All | +2,088.5% | +15.3% | +2,073.2% | +1,917.0% |
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