+500.7%
ISRG vs KIM
+64.5%
+436.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.2% |
| 7D | +4.8% | +4.1% | +0.7% | +3.6% |
| 30D | +9.2% | +16.8% | -7.6% | +4.0% |
| 3M | +21.2% | +5.7% | +15.5% | +19.0% |
| 6M | +0.2% | +9.7% | -9.4% | -2.8% |
| YTD | -20.1% | +30.2% | -50.3% | -26.8% |
| 1Y | -17.3% | +32.1% | -49.4% | -24.7% |
| 3Y | +63.3% | +58.6% | +4.7% | +39.4% |
| 5Y | +24.1% | +31.2% | -7.1% | +11.7% |
| All | +500.7% | +64.5% | +436.2% | +317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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