+537.3%
ISRG vs KEY
+109.2%
+428.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | +6.2% | +6.9% | -0.7% | +4.2% |
| 3M | +14.4% | -5.0% | +19.4% | +16.0% |
| 6M | 0.0% | +0.7% | -0.7% | -0.3% |
| YTD | -20.5% | +6.5% | -27.0% | -22.1% |
| 1Y | -21.9% | +22.6% | -44.5% | -26.5% |
| 3Y | +62.2% | +125.3% | -63.2% | +25.6% |
| 5Y | +25.2% | +13.9% | +11.3% | +14.1% |
| 10Y | +537.3% | +105.3% | +432.0% | +367.5% |
| All | +537.3% | +109.2% | +428.1% | +367.5% |
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