+22,229.9%
ISRG vs KMX
+3,008.2%
+19,221.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.2% | -2.8% |
| 7D | +4.8% | -7.4% | +12.2% | +6.8% |
| 30D | +9.2% | -3.4% | +12.6% | +10.0% |
| 3M | +21.2% | -11.3% | +32.5% | +24.2% |
| 6M | +0.2% | +30.6% | -30.3% | -7.1% |
| YTD | -20.1% | +33.2% | -53.3% | -27.1% |
| 1Y | -17.3% | +66.7% | -84.0% | -28.9% |
| 3Y | +63.3% | -22.1% | +85.4% | +62.5% |
| 5Y | +24.1% | -66.7% | +90.8% | +46.9% |
| 10Y | +507.0% | +1.9% | +505.0% | +420.8% |
| All | +22,229.9% | +3,008.2% | +19,221.6% | +12,441.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling