+154.6%
FTNT vs KMB
-9.5%
+164.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.8% |
| 7D | -2.7% | -2.7% | 0.0% | -2.6% |
| 30D | -1.4% | -5.0% | +3.7% | -1.2% |
| 3M | +10.1% | +6.6% | +3.5% | +9.6% |
| 6M | +88.2% | +1.0% | +87.2% | +88.3% |
| YTD | +98.3% | +6.0% | +92.3% | +97.1% |
| 1Y | +96.0% | -16.6% | +112.6% | +100.4% |
| 3Y | +145.8% | -8.6% | +154.4% | +143.1% |
| 5Y | +154.6% | -10.9% | +165.5% | +143.3% |
| All | +154.6% | -9.5% | +164.2% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling