+855.9%
ISRG vs KMI
+107.5%
+748.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -2.3% | +0.9% | -3.2% | -2.6% |
| 3M | -12.4% | 0.0% | -12.4% | -12.7% |
| 6M | -26.8% | -5.7% | -21.1% | -25.9% |
| YTD | -35.3% | +17.5% | -52.7% | -39.1% |
| 1Y | -19.3% | +22.3% | -41.6% | -25.3% |
| 3Y | +18.1% | +111.9% | -93.8% | -9.1% |
| 5Y | +2.6% | +151.8% | -149.2% | -25.4% |
| 10Y | +379.4% | +138.7% | +240.8% | +234.1% |
| All | +855.9% | +107.5% | +748.4% | +532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling