+112.0%
ISRG vs KEEL
+312.2%
-200.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.5% | -12.0% | -4.9% |
| 7D | -5.2% | +21.5% | -26.7% | -6.2% |
| 30D | -7.6% | -3.9% | -3.7% | -7.7% |
| 3M | -16.4% | -34.1% | +17.7% | -15.3% |
| 6M | -28.6% | +82.8% | -111.4% | -32.3% |
| YTD | -38.2% | +58.7% | -96.9% | -41.2% |
| 1Y | -25.5% | +191.4% | -216.9% | -33.2% |
| 3Y | +17.4% | +205.7% | -188.3% | +0.7% |
| 5Y | -3.0% | -37.0% | +34.0% | -15.4% |
| All | +112.0% | +312.2% | -200.1% | +72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling