+5.7%
ISRG vs KEYS
+79.0%
-73.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.7% | +2.6% |
| 7D | -2.5% | +0.9% | -3.5% | -2.9% |
| 30D | -10.2% | -5.3% | -4.9% | -8.7% |
| 3M | -12.5% | +0.5% | -13.0% | -14.6% |
| 6M | -25.8% | +14.0% | -39.9% | -32.4% |
| YTD | -36.4% | +60.3% | -96.6% | -52.1% |
| 1Y | -19.9% | +91.3% | -111.2% | -45.6% |
| 3Y | +20.9% | +146.1% | -125.3% | -32.6% |
| 5Y | +5.7% | +80.8% | -75.1% | -29.9% |
| All | +5.7% | +79.0% | -73.3% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling