+525.5%
ISRG vs KGC
+480.7%
+44.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.4% | -3.7% |
| 7D | +4.8% | +10.5% | -5.7% | +3.6% |
| 30D | +9.2% | -4.1% | +13.3% | +9.6% |
| 3M | +21.2% | -13.1% | +34.2% | +22.4% |
| 6M | +0.2% | -27.5% | +27.8% | +3.2% |
| YTD | -20.1% | -20.7% | +0.7% | -19.1% |
| 1Y | -17.3% | -6.1% | -11.3% | -18.1% |
| 3Y | +63.3% | +318.6% | -255.3% | +33.0% |
| 5Y | +24.1% | +289.9% | -265.9% | -0.6% |
| All | +525.5% | +480.7% | +44.9% | +398.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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