+557.3%
KO vs ISRG
+17,440.2%
-16,882.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -0.8% | -5.0% | +4.2% | -0.3% |
| 30D | +0.8% | -10.2% | +11.0% | +1.7% |
| 3M | +8.3% | -17.2% | +25.5% | +10.0% |
| 6M | +14.0% | -28.4% | +42.5% | +17.1% |
| YTD | +26.9% | -37.6% | +64.5% | +31.9% |
| 1Y | +32.7% | -24.4% | +57.1% | +35.2% |
| 3Y | +63.9% | +18.4% | +45.5% | +59.0% |
| 5Y | +81.7% | -1.0% | +82.7% | +77.2% |
| 10Y | +183.0% | +370.1% | -187.1% | +142.5% |
| All | +557.3% | +17,440.2% | -16,882.9% | +366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling