+500.7%
ISRG vs KDP
+231.8%
+268.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | +4.8% | +2.2% | +2.6% | +4.0% |
| 30D | +9.2% | +19.9% | -10.7% | +2.9% |
| 3M | +21.2% | +21.5% | -0.3% | +13.3% |
| 6M | +0.2% | +30.1% | -29.9% | -8.5% |
| YTD | -20.1% | +34.9% | -55.0% | -28.3% |
| 1Y | -17.3% | +43.4% | -60.7% | -27.6% |
| 3Y | +63.3% | +29.1% | +34.2% | +45.5% |
| 5Y | +24.1% | +15.0% | +9.1% | +15.6% |
| All | +500.7% | +231.8% | +268.9% | +366.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling