+22,068.6%
ISRG vs KGC
+685.3%
+21,383.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -6.8% | +0.2% | -7.0% | -6.8% |
| 30D | +5.1% | -8.8% | +14.0% | +5.7% |
| 3M | +12.0% | -21.1% | +33.1% | +13.5% |
| 6M | +7.0% | -32.3% | +39.3% | +9.3% |
| YTD | -20.6% | -23.5% | +2.8% | -19.8% |
| 1Y | -21.4% | -15.0% | -6.5% | -21.2% |
| 3Y | +62.0% | +327.5% | -265.5% | +45.5% |
| 5Y | +28.1% | +244.3% | -216.1% | +15.4% |
| 10Y | +550.7% | +634.8% | -84.1% | +452.5% |
| All | +22,068.6% | +685.3% | +21,383.3% | +20,309.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling