+123.5%
ISRG vs KEEL
+294.5%
-171.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +2.2% |
| 7D | +0.7% | +2.9% | -2.2% | +0.5% |
| 30D | -8.0% | +0.8% | -8.9% | -8.3% |
| 3M | -10.6% | -35.3% | +24.7% | -9.4% |
| 6M | -25.1% | +59.4% | -84.5% | -28.5% |
| YTD | -34.8% | +51.9% | -86.7% | -37.9% |
| 1Y | -19.0% | +75.0% | -94.0% | -24.9% |
| 3Y | +22.1% | +224.5% | -202.5% | +4.4% |
| 5Y | +8.2% | -35.9% | +44.1% | -5.6% |
| All | +123.5% | +294.5% | -171.0% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling