-3.0%
ISRG vs KMX
-52.4%
+49.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -3.6% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | -7.6% | +4.1% | -11.7% | -8.4% |
| 3M | -16.4% | +27.5% | -43.9% | -21.1% |
| 6M | -28.6% | +43.6% | -72.1% | -34.9% |
| YTD | -38.2% | +56.8% | -94.9% | -45.1% |
| 1Y | -25.5% | -1.3% | -24.2% | -27.0% |
| 3Y | +17.4% | -25.4% | +42.8% | +20.2% |
| 5Y | -3.0% | -53.9% | +50.9% | +9.2% |
| All | -3.0% | -52.4% | +49.4% | +9.2% |
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 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