+62.2%
ISRG vs KDP
+32.8%
+29.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.0% | -2.5% |
| 7D | +2.1% | +8.2% | -6.1% | +1.0% |
| 30D | +6.2% | +18.4% | -12.2% | +3.8% |
| 3M | +14.4% | +29.2% | -14.8% | +10.5% |
| 6M | 0.0% | +32.3% | -32.3% | -3.5% |
| YTD | -20.5% | +38.5% | -59.0% | -23.8% |
| 1Y | -21.9% | +48.5% | -70.4% | -25.9% |
| 3Y | +62.2% | +32.5% | +29.7% | +58.8% |
| All | +62.2% | +32.8% | +29.4% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling