+500.7%
ISRG vs KHC
-53.9%
+554.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.6% |
| 7D | +4.8% | +1.1% | +3.7% | +4.6% |
| 30D | +9.2% | +12.0% | -2.7% | +6.1% |
| 3M | +21.2% | +0.2% | +21.0% | +20.9% |
| 6M | +0.2% | +10.3% | -10.1% | -2.5% |
| YTD | -20.1% | +6.7% | -26.8% | -21.9% |
| 1Y | -17.3% | +10.9% | -28.2% | -20.2% |
| 3Y | +63.3% | -12.6% | +75.9% | +64.8% |
| 5Y | +24.1% | -16.3% | +40.4% | +25.7% |
| All | +500.7% | -53.9% | +554.6% | +497.2% |
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