-1.0%
ISRG vs KR
+36.6%
-37.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | -5.0% | -3.1% | -2.0% | -4.9% |
| 30D | -10.2% | +0.6% | -10.8% | -10.2% |
| 3M | -17.2% | -9.8% | -7.4% | -16.9% |
| 6M | -28.4% | -22.1% | -6.3% | -27.8% |
| YTD | -37.6% | -8.1% | -29.5% | -37.7% |
| 1Y | -24.4% | -14.7% | -9.8% | -24.2% |
| 3Y | +18.4% | +28.6% | -10.1% | +12.0% |
| 5Y | -1.0% | +36.4% | -37.3% | -4.4% |
| All | -1.0% | +36.6% | -37.6% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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