-3.0%
ISRG vs KMI
+158.6%
-161.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.4% | -5.2% |
| 7D | -5.2% | -0.4% | -4.8% | -5.1% |
| 30D | -7.6% | +3.7% | -11.2% | -8.9% |
| 3M | -16.4% | +3.2% | -19.5% | -17.7% |
| 6M | -28.6% | -3.0% | -25.6% | -28.2% |
| YTD | -38.2% | +19.7% | -57.8% | -43.3% |
| 1Y | -25.5% | +25.6% | -51.1% | -33.5% |
| 3Y | +17.4% | +120.2% | -102.8% | -20.0% |
| 5Y | -3.0% | +160.5% | -163.4% | -36.6% |
| All | -3.0% | +158.6% | -161.5% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling