+5.7%
ISRG vs KNX
+41.5%
-35.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -10.2% | +1.0% | -11.2% | -10.6% |
| 3M | -12.5% | -12.6% | +0.1% | -9.6% |
| 6M | -25.8% | +21.1% | -46.9% | -31.0% |
| YTD | -36.4% | +33.2% | -69.5% | -43.0% |
| 1Y | -19.9% | +67.8% | -87.7% | -34.3% |
| 3Y | +20.9% | +37.3% | -16.4% | +2.5% |
| 5Y | +5.7% | +41.1% | -35.4% | -14.3% |
| All | +5.7% | +41.5% | -35.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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