+376.2%
ISRG vs KEY
+168.7%
+207.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.6% | +2.2% | -3.8% | -2.2% |
| 30D | -2.3% | -3.0% | +0.8% | -1.5% |
| 3M | -12.4% | +3.3% | -15.8% | -13.2% |
| 6M | -26.8% | +9.2% | -36.0% | -28.7% |
| YTD | -35.3% | +10.6% | -45.9% | -37.2% |
| 1Y | -19.3% | +20.4% | -39.7% | -23.7% |
| 3Y | +18.1% | +121.8% | -103.7% | -7.9% |
| 5Y | +2.6% | +41.1% | -38.5% | -12.3% |
| All | +376.2% | +168.7% | +207.4% | +250.2% |
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