-10.5%
ISRG vs KEYS
+55.9%
-66.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.3% | +15.7% | +9.0% |
| 7D | +8.5% | -14.8% | +23.3% | +7.9% |
| 30D | +18.6% | -25.6% | +44.2% | +17.6% |
| 3M | +30.9% | -16.2% | +47.1% | +29.9% |
| 6M | +6.6% | -18.6% | +25.2% | +6.0% |
| YTD | -14.9% | +40.7% | -55.6% | -23.1% |
| 1Y | -10.5% | +59.6% | -70.1% | -21.7% |
| All | -10.5% | +55.9% | -66.4% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling