+63.3%
ISRG vs KDP
+28.7%
+34.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | +4.8% | +2.2% | +2.6% | +4.4% |
| 30D | +9.2% | +19.9% | -10.7% | +6.7% |
| 3M | +21.2% | +21.5% | -0.3% | +18.0% |
| 6M | +0.2% | +30.1% | -29.9% | -3.0% |
| YTD | -20.1% | +34.9% | -55.0% | -23.0% |
| 1Y | -17.3% | +43.4% | -60.7% | -21.2% |
| 3Y | +63.3% | +29.1% | +34.2% | +59.3% |
| All | +63.3% | +28.7% | +34.6% | +59.3% |
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