+23.9%
ISRG vs KMX
-66.8%
+90.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.2% | -2.9% |
| 7D | +4.8% | -7.4% | +12.2% | +6.6% |
| 30D | +9.2% | -3.4% | +12.6% | +9.9% |
| 3M | +21.2% | -11.3% | +32.5% | +23.9% |
| 6M | +0.2% | +30.6% | -30.3% | -6.5% |
| YTD | -20.1% | +33.2% | -53.3% | -26.8% |
| 1Y | -17.3% | +66.7% | -84.0% | -28.5% |
| 3Y | +63.3% | -22.1% | +85.4% | +63.7% |
| All | +23.9% | -66.8% | +90.7% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling