-10.5%
ISRG vs KMI
+26.0%
-36.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.1% | +13.5% | +8.4% |
| 7D | +8.5% | -5.2% | +13.8% | +7.3% |
| 30D | +18.6% | +1.2% | +17.4% | +18.6% |
| 3M | +30.9% | +1.3% | +29.6% | +31.0% |
| 6M | +6.6% | -1.1% | +7.7% | +6.6% |
| YTD | -14.9% | +19.0% | -33.9% | -11.6% |
| 1Y | -10.5% | +26.6% | -37.1% | -6.9% |
| All | -10.5% | +26.0% | -36.5% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 1y: compounded portfolio wealth divided by compounded KMI 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…
1y analysis · Full analysis span regression · 6 months rolling