+590.3%
ISRG vs KHC
-41.6%
+631.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | -1.6% | -1.8% | +0.2% | -1.1% |
| 30D | -2.3% | -1.9% | -0.4% | -1.9% |
| 3M | -12.4% | +14.4% | -26.8% | -15.7% |
| 6M | -26.8% | +8.7% | -35.6% | -28.7% |
| YTD | -35.3% | +7.8% | -43.0% | -37.0% |
| 1Y | -19.3% | -1.5% | -17.8% | -19.6% |
| 3Y | +18.1% | -9.9% | +28.0% | +18.1% |
| 5Y | +2.6% | -10.7% | +13.4% | +1.9% |
| 10Y | +379.4% | -55.7% | +435.1% | +414.7% |
| All | +590.3% | -41.6% | +631.9% | +585.3% |
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