+17,983.8%
ISRG vs KMX
+3,721.3%
+14,262.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.1% |
| 7D | -1.6% | +1.9% | -3.5% | -2.0% |
| 30D | -2.3% | +11.7% | -13.9% | -5.0% |
| 3M | -12.4% | +34.9% | -47.3% | -19.1% |
| 6M | -26.8% | +50.3% | -77.1% | -34.7% |
| YTD | -35.3% | +63.8% | -99.0% | -43.7% |
| 1Y | -19.3% | +3.8% | -23.2% | -23.1% |
| 3Y | +18.1% | -24.3% | +42.4% | +18.4% |
| 5Y | +2.6% | -50.2% | +52.9% | +10.1% |
| 10Y | +379.4% | +5.4% | +374.1% | +308.1% |
| All | +17,983.8% | +3,721.3% | +14,262.6% | +9,595.4% |
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