+25.5%
ISRG vs KHC
-13.3%
+38.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | +0.4% |
| 7D | -2.0% | +2.0% | -4.1% | -2.4% |
| 30D | +5.6% | +10.6% | -5.1% | +3.9% |
| 3M | +10.5% | +0.5% | +10.0% | +10.3% |
| 6M | +2.6% | +12.1% | -9.4% | +0.8% |
| YTD | -21.7% | +8.9% | -30.6% | -22.8% |
| 1Y | -21.6% | +7.5% | -29.0% | -22.5% |
| 3Y | +57.0% | -10.7% | +67.8% | +55.7% |
| All | +25.5% | -13.3% | +38.8% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling