+370.1%
ISRG vs KMX
+3.6%
+366.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -5.0% | -1.9% | -3.2% | -4.5% |
| 30D | -10.2% | +2.6% | -12.8% | -10.9% |
| 3M | -17.2% | +25.6% | -42.8% | -22.4% |
| 6M | -28.4% | +41.9% | -70.3% | -35.7% |
| YTD | -37.6% | +56.0% | -93.7% | -45.7% |
| 1Y | -24.4% | -1.8% | -22.7% | -26.8% |
| 3Y | +18.4% | -25.7% | +44.2% | +20.3% |
| 5Y | -1.0% | -54.7% | +53.8% | +12.0% |
| 10Y | +370.1% | +9.2% | +361.0% | +331.2% |
| All | +370.1% | +3.6% | +366.5% | +331.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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