+386.2%
ISRG vs KEYS
+1,049.9%
-663.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | +0.7% |
| 7D | +0.7% | +3.5% | -2.8% | -0.9% |
| 30D | -8.0% | -4.5% | -3.5% | -6.5% |
| 3M | -10.6% | -0.4% | -10.2% | -12.4% |
| 6M | -25.1% | +19.1% | -44.2% | -33.5% |
| YTD | -34.8% | +66.7% | -101.5% | -52.3% |
| 1Y | -19.0% | +96.5% | -115.5% | -46.1% |
| 3Y | +22.1% | +155.2% | -133.1% | -32.0% |
| 5Y | +8.2% | +88.0% | -79.8% | -30.0% |
| All | +386.2% | +1,049.9% | -663.7% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling