-24.4%
ISRG vs KRE
+14.9%
-39.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.3% |
| 7D | -5.0% | -1.1% | -3.9% | -4.6% |
| 30D | -10.2% | -3.4% | -6.8% | -9.0% |
| 3M | -17.2% | +3.7% | -20.9% | -18.0% |
| 6M | -28.4% | +14.8% | -43.2% | -31.3% |
| YTD | -37.6% | +14.7% | -52.3% | -40.2% |
| 1Y | -24.4% | +16.0% | -40.5% | -28.5% |
| All | -24.4% | +14.9% | -39.4% | -28.5% |
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