+19.2%
ISRG vs KMB
-5.5%
+24.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -1.6% | -3.0% | +1.5% | -1.2% |
| 30D | -2.3% | -5.5% | +3.2% | -1.6% |
| 3M | -12.4% | +14.0% | -26.4% | -13.2% |
| 6M | -26.8% | +4.1% | -30.9% | -27.2% |
| YTD | -35.3% | +8.0% | -43.3% | -35.7% |
| 1Y | -19.3% | -13.7% | -5.6% | -18.4% |
| All | +19.2% | -5.5% | +24.7% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling