+536.3%
ISRG vs KIM
+65.6%
+470.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | +5.4% | +2.8% | +2.6% | +4.6% |
| 30D | +8.6% | +16.3% | -7.7% | +3.6% |
| 3M | +21.6% | +6.6% | +14.9% | +19.1% |
| 6M | +2.3% | +12.3% | -10.0% | -1.5% |
| YTD | -18.7% | +31.6% | -50.2% | -25.7% |
| 1Y | -17.8% | +31.5% | -49.3% | -24.9% |
| 3Y | +69.1% | +68.0% | +1.1% | +41.8% |
| 5Y | +26.5% | +38.7% | -12.2% | +12.2% |
| 10Y | +536.3% | +65.7% | +470.6% | +333.9% |
| All | +536.3% | +65.6% | +470.7% | +333.9% |
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