+1,071.8%
ISRG vs KMI
+110.6%
+961.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -6.8% | +0.2% | -7.0% | -6.8% |
| 30D | +5.1% | -3.7% | +8.8% | +6.0% |
| 3M | +12.0% | +1.2% | +10.8% | +11.0% |
| 6M | +7.0% | -0.3% | +7.3% | +6.3% |
| YTD | -20.6% | +19.2% | -39.9% | -26.0% |
| 1Y | -21.4% | +21.7% | -43.1% | -27.3% |
| 3Y | +62.0% | +120.4% | -58.4% | +22.6% |
| 5Y | +28.1% | +144.9% | -116.7% | -6.3% |
| 10Y | +550.7% | +155.6% | +395.1% | +345.3% |
| All | +1,071.8% | +110.6% | +961.2% | +667.9% |
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 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