+67.7%
KORU vs ISRG
-2.2%
+69.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.8% |
| 7D | +20.1% | -5.0% | +25.1% | +24.6% |
| 30D | +47.5% | -10.2% | +57.7% | +59.1% |
| 3M | -30.1% | -17.2% | -12.9% | -23.2% |
| 6M | +20.1% | -28.4% | +48.6% | +50.5% |
| YTD | +166.6% | -37.6% | +204.2% | +277.1% |
| 1Y | +458.9% | -24.4% | +483.4% | +557.3% |
| 3Y | +531.8% | +18.4% | +513.3% | +388.9% |
| 5Y | +67.7% | -1.0% | +68.6% | +36.2% |
| All | +67.7% | -2.2% | +69.8% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling