+23.9%
ISRG vs KR
+83.9%
-60.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -6.1% | +0.5% | -6.7% | -6.1% |
| 30D | +4.2% | +14.9% | -10.7% | +3.4% |
| 3M | +9.6% | +25.4% | -15.8% | +8.3% |
| 6M | +1.9% | +9.3% | -7.5% | +1.0% |
| YTD | -22.3% | +13.7% | -36.0% | -23.4% |
| 1Y | -23.2% | +9.2% | -32.3% | -24.0% |
| 3Y | +58.5% | +70.1% | -11.5% | +46.5% |
| 5Y | +23.9% | +82.5% | -58.5% | +18.1% |
| All | +23.9% | +83.9% | -60.0% | +18.1% |
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