-1.0%
ISRG vs KWEB
-42.3%
+41.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.3% |
| 7D | -5.0% | -3.6% | -1.4% | -4.3% |
| 30D | -10.2% | -14.9% | +4.7% | -7.4% |
| 3M | -17.2% | -5.4% | -11.8% | -16.3% |
| 6M | -28.4% | -18.9% | -9.6% | -25.6% |
| YTD | -37.6% | -27.2% | -10.4% | -33.9% |
| 1Y | -24.4% | -34.2% | +9.8% | -18.5% |
| 3Y | +18.4% | +0.6% | +17.8% | +15.5% |
| 5Y | -1.0% | -43.5% | +42.5% | +2.1% |
| All | -1.0% | -42.3% | +41.4% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling