-10.5%
ISRG vs KEEL
-45.0%
+34.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.1% | +13.5% | +9.3% |
| 7D | +8.5% | -13.6% | +22.1% | +8.4% |
| 30D | +18.6% | -39.1% | +57.7% | +18.0% |
| 3M | +30.9% | -48.9% | +79.8% | +30.4% |
| 6M | +6.6% | -35.4% | +42.0% | +2.7% |
| YTD | -14.9% | -10.6% | -4.2% | -20.6% |
| 1Y | -10.5% | -45.3% | +34.8% | -16.4% |
| All | -10.5% | -45.0% | +34.4% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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