+378.3%
ISRG vs KIM
+27.5%
+350.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -2.3% | -4.0% | +1.7% | -1.0% |
| 3M | -12.4% | +0.5% | -13.0% | -12.7% |
| 6M | -26.8% | +3.6% | -30.4% | -27.8% |
| YTD | -35.3% | +20.4% | -55.7% | -39.2% |
| 1Y | -19.3% | +9.7% | -29.0% | -21.9% |
| 3Y | +18.1% | +46.0% | -27.9% | +3.3% |
| 5Y | +2.6% | +34.4% | -31.8% | -7.9% |
| All | +378.3% | +27.5% | +350.7% | +281.2% |
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