+728.1%
ISRG vs KHC
-42.4%
+770.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -6.1% | -3.3% | -2.8% | -5.3% |
| 30D | +4.2% | +9.1% | -4.9% | +1.8% |
| 3M | +9.6% | +1.4% | +8.2% | +9.1% |
| 6M | +1.9% | +8.4% | -6.5% | -0.6% |
| YTD | -22.3% | +6.2% | -28.5% | -24.1% |
| 1Y | -23.2% | +5.7% | -28.8% | -24.9% |
| 3Y | +58.5% | -12.0% | +70.6% | +59.6% |
| 5Y | +23.9% | -15.3% | +39.3% | +25.1% |
| 10Y | +536.7% | -51.8% | +588.6% | +561.7% |
| All | +728.1% | -42.4% | +770.5% | +724.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling