+539.2%
ISRG vs KWEB
-21.5%
+560.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -2.0% | -7.8% | +5.8% | +0.2% |
| 30D | +5.6% | -6.4% | +12.0% | +7.5% |
| 3M | +10.5% | -14.6% | +25.1% | +15.4% |
| 6M | +2.6% | -25.0% | +27.7% | +10.8% |
| YTD | -21.7% | -32.7% | +11.0% | -13.2% |
| 1Y | -21.6% | -37.3% | +15.8% | -11.4% |
| 3Y | +57.0% | -5.9% | +62.9% | +52.9% |
| 5Y | +25.0% | -47.1% | +72.1% | +40.3% |
| All | +539.2% | -21.5% | +560.7% | +456.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling