+21,593.2%
ISRG vs KR
+983.1%
+20,610.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -6.1% | +0.5% | -6.7% | -6.2% |
| 30D | +4.2% | +14.9% | -10.7% | +1.0% |
| 3M | +9.6% | +25.4% | -15.8% | +4.1% |
| 6M | +1.9% | +9.3% | -7.5% | -0.6% |
| YTD | -22.3% | +13.7% | -36.0% | -25.4% |
| 1Y | -23.2% | +9.2% | -32.3% | -25.6% |
| 3Y | +58.5% | +70.1% | -11.5% | +35.0% |
| 5Y | +23.9% | +82.5% | -58.5% | +1.7% |
| 10Y | +536.7% | +155.7% | +381.0% | +344.8% |
| All | +21,593.2% | +983.1% | +20,610.1% | +10,618.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling