+69.0%
ISRG vs KEY
+107.3%
-38.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.0% |
| 7D | +4.4% | -2.5% | +6.9% | +5.2% |
| 30D | +15.8% | +4.1% | +11.7% | +14.5% |
| 3M | +24.9% | -8.4% | +33.2% | +28.0% |
| 6M | +3.8% | -2.3% | +6.1% | +4.5% |
| YTD | -17.3% | +4.6% | -21.8% | -18.4% |
| 1Y | -14.6% | +24.6% | -39.1% | -19.9% |
| All | +69.0% | +107.3% | -38.3% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling