+370.1%
ISRG vs KMI
+132.8%
+237.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | -5.0% | -1.8% | -3.3% | -4.4% |
| 30D | -10.2% | +0.1% | -10.3% | -10.4% |
| 3M | -17.2% | +1.2% | -18.4% | -18.0% |
| 6M | -28.4% | -3.9% | -24.5% | -27.9% |
| YTD | -37.6% | +17.5% | -55.2% | -42.3% |
| 1Y | -24.4% | +22.6% | -47.1% | -31.6% |
| 3Y | +18.4% | +116.3% | -97.8% | -16.2% |
| 5Y | -1.0% | +157.6% | -158.6% | -35.1% |
| 10Y | +370.1% | +136.6% | +233.6% | +190.9% |
| All | +370.1% | +132.8% | +237.4% | +190.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling