+356.0%
ISRG vs KGC
+645.2%
-289.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.2% |
| 7D | -5.2% | +2.4% | -7.6% | -5.5% |
| 30D | -7.6% | +9.2% | -16.8% | -8.7% |
| 3M | -16.4% | +16.7% | -33.1% | -18.2% |
| 6M | -28.6% | -7.0% | -21.6% | -28.5% |
| YTD | -38.2% | +7.5% | -45.7% | -39.4% |
| 1Y | -25.5% | +34.4% | -59.9% | -29.2% |
| 3Y | +17.4% | +552.0% | -534.5% | -8.6% |
| 5Y | -3.0% | +454.5% | -457.5% | -24.7% |
| 10Y | +356.0% | +658.7% | -302.7% | +254.2% |
| All | +356.0% | +645.2% | -289.2% | +254.2% |
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