+378.3%
ISRG vs KMB
+17.2%
+361.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -1.6% | -3.0% | +1.5% | -0.7% |
| 30D | -2.3% | -5.5% | +3.2% | -0.7% |
| 3M | -12.4% | +14.0% | -26.4% | -15.7% |
| 6M | -26.8% | +4.1% | -30.9% | -27.8% |
| YTD | -35.3% | +8.0% | -43.3% | -36.9% |
| 1Y | -19.3% | -13.7% | -5.6% | -16.4% |
| 3Y | +18.1% | -5.9% | +24.1% | +17.0% |
| 5Y | +2.6% | -8.6% | +11.3% | +1.5% |
| All | +378.3% | +17.2% | +361.0% | +351.2% |
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