-3.0%
ISRG vs KRE
+32.0%
-34.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.0% |
| 7D | -5.2% | +2.3% | -7.5% | -6.0% |
| 30D | -7.6% | -2.5% | -5.1% | -6.7% |
| 3M | -16.4% | +6.2% | -22.6% | -18.2% |
| 6M | -28.6% | +15.8% | -44.4% | -32.3% |
| YTD | -38.2% | +16.0% | -54.2% | -41.6% |
| 1Y | -25.5% | +16.2% | -41.7% | -29.9% |
| 3Y | +17.4% | +86.4% | -69.0% | -10.6% |
| 5Y | -3.0% | +33.0% | -35.9% | -9.9% |
| All | -3.0% | +32.0% | -34.9% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling