+22,093.8%
ISRG vs KMX
+3,171.8%
+18,921.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +2.1% | +1.5% | +0.6% | +1.8% |
| 30D | +6.2% | +3.0% | +3.1% | +5.2% |
| 3M | +14.4% | -7.8% | +22.2% | +16.1% |
| 6M | 0.0% | +34.3% | -34.3% | -8.0% |
| YTD | -20.5% | +40.2% | -60.8% | -28.5% |
| 1Y | -21.9% | +63.0% | -84.9% | -32.4% |
| 3Y | +62.2% | -14.5% | +76.7% | +57.7% |
| 5Y | +25.2% | -64.3% | +89.5% | +45.7% |
| 10Y | +537.3% | +2.8% | +534.6% | +446.4% |
| All | +22,093.8% | +3,171.8% | +18,921.9% | +12,209.7% |
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