-21.4%
ISRG vs KHC
+6.0%
-27.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -6.8% | -4.6% | -2.2% | -5.9% |
| 30D | +5.1% | +8.1% | -3.0% | +4.2% |
| 3M | +12.0% | 0.0% | +12.0% | +12.0% |
| 6M | +7.0% | +7.9% | -0.9% | +7.4% |
| YTD | -20.6% | +5.3% | -25.9% | -19.4% |
| 1Y | -21.4% | +5.1% | -26.5% | -20.4% |
| All | -21.4% | +6.0% | -27.5% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling