+549.4%
ISRG vs KEYS
+1,095.1%
-545.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -5.3% |
| 7D | -5.2% | +4.4% | -9.6% | -6.9% |
| 30D | -7.6% | -2.2% | -5.3% | -7.1% |
| 3M | -16.4% | +0.5% | -16.9% | -18.4% |
| 6M | -28.6% | +22.4% | -50.9% | -36.9% |
| YTD | -38.2% | +64.1% | -102.3% | -53.4% |
| 1Y | -25.5% | +97.0% | -122.4% | -49.0% |
| 3Y | +17.4% | +152.0% | -134.6% | -31.1% |
| 5Y | -3.0% | +83.7% | -86.7% | -34.4% |
| 10Y | +356.0% | +997.9% | -641.9% | +59.2% |
| All | +549.4% | +1,095.1% | -545.6% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling