+536.3%
ISRG vs KGC
+496.6%
+39.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.4% |
| 7D | +5.4% | +11.1% | -5.7% | +4.1% |
| 30D | +8.6% | -3.7% | +12.4% | +9.0% |
| 3M | +21.6% | -17.2% | +38.8% | +23.6% |
| 6M | +2.3% | -27.3% | +29.6% | +5.3% |
| YTD | -18.7% | -18.5% | -0.1% | -18.0% |
| 1Y | -17.8% | -5.7% | -12.0% | -18.6% |
| 3Y | +69.1% | +336.5% | -267.4% | +37.0% |
| 5Y | +26.5% | +298.7% | -272.2% | +1.0% |
| 10Y | +536.3% | +538.5% | -2.3% | +405.1% |
| All | +536.3% | +496.6% | +39.7% | +405.1% |
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