+1,360.1%
ISRG vs KDP
+1,304.6%
+55.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | +4.4% | +4.5% | -0.1% | +2.6% |
| 30D | +15.8% | +18.5% | -2.8% | +8.3% |
| 3M | +24.9% | +20.8% | +4.0% | +15.5% |
| 6M | +3.8% | +29.4% | -25.6% | -6.7% |
| YTD | -17.3% | +35.9% | -53.2% | -27.5% |
| 1Y | -14.6% | +42.5% | -57.0% | -26.7% |
| 3Y | +68.2% | +29.4% | +38.8% | +46.6% |
| 5Y | +28.4% | +15.8% | +12.6% | +16.9% |
| 10Y | +528.0% | +236.5% | +291.6% | +256.2% |
| All | +1,360.1% | +1,304.6% | +55.5% | +271.7% |
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