+533.8%
ISRG vs KEY
+95.2%
+438.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -6.1% | +1.8% | -7.9% | -6.6% |
| 30D | +4.2% | +7.1% | -2.9% | +2.2% |
| 3M | +9.6% | -5.9% | +15.5% | +11.5% |
| 6M | +1.9% | +2.2% | -0.3% | +1.2% |
| YTD | -22.3% | +6.4% | -28.7% | -23.9% |
| 1Y | -23.2% | +24.8% | -47.9% | -28.1% |
| 3Y | +58.5% | +125.2% | -66.7% | +22.7% |
| 5Y | +23.9% | +13.0% | +11.0% | +13.2% |
| All | +533.8% | +95.2% | +438.6% | +359.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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