+23.9%
ISRG vs KIM
+31.1%
-7.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.1% |
| 7D | +4.8% | +4.1% | +0.7% | +2.9% |
| 30D | +9.2% | +16.8% | -7.6% | +1.3% |
| 3M | +21.2% | +5.7% | +15.5% | +17.8% |
| 6M | +0.2% | +9.7% | -9.4% | -4.5% |
| YTD | -20.1% | +30.2% | -50.3% | -30.4% |
| 1Y | -17.3% | +32.1% | -49.4% | -28.6% |
| 3Y | +63.3% | +58.6% | +4.7% | +24.7% |
| All | +23.9% | +31.1% | -7.2% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling