+18,104.7%
ISRG vs KNX
+2,793.5%
+15,311.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.9% |
| 7D | +0.7% | -5.6% | +6.3% | +2.3% |
| 30D | -8.0% | -4.4% | -3.6% | -6.9% |
| 3M | -10.6% | -17.3% | +6.7% | -6.1% |
| 6M | -25.1% | +22.6% | -47.7% | -30.5% |
| YTD | -34.8% | +31.1% | -66.0% | -41.0% |
| 1Y | -19.0% | +60.2% | -79.2% | -31.5% |
| 3Y | +22.1% | +35.8% | -13.7% | +5.6% |
| 5Y | +8.2% | +38.9% | -30.7% | -8.0% |
| 10Y | +391.3% | +166.5% | +224.9% | +222.9% |
| All | +18,104.7% | +2,793.5% | +15,311.1% | +5,172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling