-19.3%
ISRG vs KDP
+15.4%
-34.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | -2.3% | +6.0% | -8.2% | -2.6% |
| 3M | -12.4% | +9.2% | -21.6% | -12.5% |
| 6M | -26.8% | +14.7% | -41.5% | -26.9% |
| YTD | -35.3% | +19.2% | -54.4% | -35.1% |
| 1Y | -19.3% | +15.2% | -34.5% | -19.5% |
| All | -19.3% | +15.4% | -34.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling