+1,042.8%
ISRG vs KDP
+1,132.0%
-89.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.5% |
| 7D | -1.6% | +1.3% | -2.9% | -2.1% |
| 30D | -2.3% | +6.0% | -8.2% | -4.7% |
| 3M | -12.4% | +9.2% | -21.6% | -15.7% |
| 6M | -26.8% | +14.7% | -41.5% | -31.1% |
| YTD | -35.3% | +19.2% | -54.4% | -40.2% |
| 1Y | -19.3% | +15.2% | -34.5% | -25.0% |
| 3Y | +18.1% | +6.0% | +12.2% | +11.6% |
| 5Y | +2.6% | +5.4% | -2.8% | -3.1% |
| 10Y | +379.4% | +171.9% | +207.6% | +197.1% |
| All | +1,042.8% | +1,132.0% | -89.2% | +206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling