+1,311.1%
ISRG vs KDP
+1,294.8%
+16.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | +4.8% | +2.2% | +2.6% | +3.9% |
| 30D | +9.2% | +19.9% | -10.7% | +1.8% |
| 3M | +21.2% | +21.5% | -0.3% | +11.9% |
| 6M | +0.2% | +30.1% | -29.9% | -10.0% |
| YTD | -20.1% | +34.9% | -55.0% | -29.8% |
| 1Y | -17.3% | +43.4% | -60.7% | -29.3% |
| 3Y | +63.3% | +29.1% | +34.2% | +42.4% |
| 5Y | +24.1% | +15.0% | +9.1% | +13.3% |
| 10Y | +507.0% | +234.1% | +272.9% | +245.2% |
| All | +1,311.1% | +1,294.8% | +16.4% | +260.3% |
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 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