+1,300.9%
ISRG vs KDP
+1,356.4%
-55.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.8% |
| 7D | -6.8% | +4.0% | -10.7% | -8.2% |
| 30D | +5.1% | +16.8% | -11.7% | -1.1% |
| 3M | +12.0% | +32.0% | -20.0% | +0.2% |
| 6M | +7.0% | +35.2% | -28.1% | -5.4% |
| YTD | -20.6% | +40.9% | -61.5% | -31.4% |
| 1Y | -21.4% | +47.7% | -69.1% | -33.5% |
| 3Y | +62.0% | +34.8% | +27.2% | +38.9% |
| 5Y | +28.1% | +22.6% | +5.5% | +14.0% |
| 10Y | +550.7% | +266.4% | +284.3% | +255.7% |
| All | +1,300.9% | +1,356.4% | -55.5% | +251.6% |
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