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Funds (13F)

Kensico Capital Management Corp

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+14.1%
S&P 500 +14.1%
Last 12 months
−26.1%
S&P 500 +12.1%
Sharpe ratio
0.63
S&P 500 0.78
Biggest drop
−36.5%
S&P 500 −31.8%
$10.0k$20.0k$40.0k$80.0k 2013201520172019202120232025 $57.3k$57.0k
StrategyS&P 500 $10,000 in Kensico Capital Management Corp from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Kensico Capital Management Corp's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Kensico Capital Management Corp's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+14.1%+14.1%
Total return+473%+470%
Last 12 months−26.1%+12.1%
Last 3 months−20.6%—
Last month−5.8%—
This year so far−32.0%—
Volatility a year21.2%16.0%
Sharpe ratio0.630.78
Biggest drop−36.5%−31.8%
Beta to the S&P 5001.151.00
Alpha a year (t-statistic)−0.8% (−0.28)—
Share of weeks up57%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
APP28.6%——
HWM23.9%——
GOOGL9.4%——
FICO7.8%——
V5.7%——
AMZN4.1%——
MSFT2.6%——
PGR1.9%——
HLT1.9%——
ICE1.8%——
BKNG1.8%——
LNG1.8%——
TSM1.5%——
INTC1.4%——
MCK1.3%——
TOST0.8%——
MORN0.8%——
SPGI0.8%——
SE0.7%——
ICLR0.6%——
IQV0.6%——
VSEC0.5%——
DPC0.0%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+14.1%+14.1%0.630.78−36.5%1.15−0.8% (−0.28)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.9%+13.9%0.440.66−36.5%1.16−3.2% (−0.79)
Last three years3 Nov 2023 to 2 Nov 2026+16.9%+21.8%0.561.16−33.5%1.40−8.1% (−0.81)
Last year7 Nov 2025 to 2 Nov 2026−25.9%+14.2%−0.990.84−33.5%1.50−44.0% (−1.87)
DateCompanyAction
21 Aug 2026VSECBought
21 Aug 2026TSMBought
21 Aug 2026TOSTBought
21 Aug 2026MCKBought
21 Aug 2026IQVBought
21 Aug 2026ICLRBought
21 Aug 2026DPCBought
22 May 2026UBERBought
22 May 2026MORNBought
22 May 2026INTCBought
22 May 2026CORZBought
22 May 2026BKNGBought
20 Feb 2026SYKBought
20 Feb 2026SPOTBought
20 Feb 2026SPGIBought
20 Feb 2026DLTRBought
20 Feb 2026BCBought
21 Nov 2025RYANBought
21 Nov 2025CASYBought
21 Nov 2025BROBought
15 Aug 2025RBABought
15 Aug 2025HLTBought
16 May 2025THCBought
16 May 2025KKRBought
16 May 2025ISRGBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026UBERSold
21 Aug 2026CORZSold
22 May 2026SYKSold
22 May 2026SPOTSold
22 May 2026RYANSold
22 May 2026RBASold
22 May 2026DLTRSold
22 May 2026CSGPSold
22 May 2026BCSold
20 Feb 2026METASold
20 Feb 2026FISVSold
20 Feb 2026EFXSold
20 Feb 2026CRMSold
20 Feb 2026CASYSold
20 Feb 2026BROSold
21 Nov 2025ISRGSold
15 Aug 2025UNHSold
15 Aug 2025THCSold
15 Aug 2025NPWRSold
15 Aug 2025KKRSold
15 Aug 2025CDNSSold
16 May 2025PYPLSold
16 May 2025MEDPSold
16 May 2025LOARSold
21 Feb 2025ICLRSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest