-19.3%
ISRG vs KRE
+17.8%
-37.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.1% |
| 7D | -1.6% | +1.3% | -2.9% | -2.1% |
| 30D | -2.3% | -2.7% | +0.4% | -1.3% |
| 3M | -12.4% | +8.2% | -20.6% | -14.6% |
| 6M | -26.8% | +12.8% | -39.6% | -29.6% |
| YTD | -35.3% | +17.5% | -52.8% | -38.4% |
| 1Y | -19.3% | +16.6% | -35.9% | -24.6% |
| All | -19.3% | +17.8% | -37.1% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 1y: compounded portfolio wealth divided by compounded KRE 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…
1y analysis · Full analysis span regression · 6 months rolling