+177.9%
KO vs ISRG
+380.4%
-202.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.1% |
| 7D | -1.1% | -2.5% | +1.4% | -0.6% |
| 30D | +1.6% | -10.2% | +11.7% | +3.6% |
| 3M | +5.8% | -12.5% | +18.3% | +8.0% |
| 6M | +14.3% | -25.8% | +40.1% | +20.1% |
| YTD | +27.3% | -36.4% | +63.7% | +37.7% |
| 1Y | +33.2% | -19.9% | +53.1% | +36.8% |
| 3Y | +64.5% | +20.9% | +43.6% | +48.8% |
| 5Y | +83.1% | +5.7% | +77.5% | +66.8% |
| All | +177.9% | +380.4% | -202.5% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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