+356.0%
ISRG vs KHC
-55.7%
+411.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | -5.2% | -2.2% | -3.0% | -4.6% |
| 30D | -7.6% | -0.1% | -7.5% | -7.6% |
| 3M | -16.4% | +8.3% | -24.7% | -18.2% |
| 6M | -28.6% | +5.0% | -33.5% | -29.7% |
| YTD | -38.2% | +8.0% | -46.2% | -39.8% |
| 1Y | -25.5% | -1.1% | -24.4% | -25.8% |
| 3Y | +17.4% | -10.7% | +28.1% | +17.8% |
| 5Y | -3.0% | -13.5% | +10.6% | -2.6% |
| 10Y | +356.0% | -55.4% | +411.4% | +371.1% |
| All | +356.0% | -55.7% | +411.6% | +371.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling