+536.3%
ISRG vs KEY
+121.9%
+414.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.0% |
| 7D | +5.4% | -0.4% | +5.8% | +5.6% |
| 30D | +8.6% | +7.2% | +1.4% | +6.6% |
| 3M | +21.6% | -4.9% | +26.5% | +23.2% |
| 6M | +2.3% | +1.1% | +1.3% | +2.0% |
| YTD | -18.7% | +6.8% | -25.5% | -20.4% |
| 1Y | -17.8% | +23.3% | -41.0% | -22.7% |
| 3Y | +69.1% | +126.1% | -57.0% | +31.0% |
| 5Y | +26.5% | +15.2% | +11.3% | +14.9% |
| 10Y | +536.3% | +113.6% | +422.7% | +378.2% |
| All | +536.3% | +121.9% | +414.4% | +378.2% |
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