+3,771.5%
ISRG vs KRE
+148.6%
+3,622.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | +6.2% | +5.9% | +0.2% | +3.5% |
| 3M | +14.4% | -3.3% | +17.7% | +16.1% |
| 6M | 0.0% | +5.8% | -5.9% | -2.5% |
| YTD | -20.5% | +14.7% | -35.3% | -25.7% |
| 1Y | -21.9% | +22.0% | -43.9% | -29.0% |
| 3Y | +62.2% | +91.6% | -29.4% | +15.5% |
| 5Y | +25.2% | +13.0% | +12.2% | +11.5% |
| 10Y | +537.3% | +94.0% | +443.3% | +291.9% |
| All | +3,771.5% | +148.6% | +3,622.9% | +1,792.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling