+537.3%
ISRG vs KMB
+38.4%
+499.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.0% |
| 7D | +2.1% | +6.0% | -3.9% | +0.4% |
| 30D | +6.2% | +13.5% | -7.3% | +2.3% |
| 3M | +14.4% | +3.8% | +10.6% | +13.1% |
| 6M | 0.0% | +15.6% | -15.6% | -4.2% |
| YTD | -20.5% | +14.0% | -34.6% | -23.9% |
| 1Y | -21.9% | +12.9% | -34.8% | -25.0% |
| 3Y | +62.2% | +3.7% | +58.5% | +55.7% |
| 5Y | +25.2% | -0.1% | +25.2% | +20.3% |
| 10Y | +537.3% | +41.1% | +496.2% | +468.7% |
| All | +537.3% | +38.4% | +499.0% | +468.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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