+2,247.0%
KLAC vs ISRG
+542.9%
+1,704.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.7% |
| 7D | +10.0% | -2.0% | +12.0% | +11.4% |
| 30D | -14.8% | +5.6% | -20.4% | -18.3% |
| 3M | -27.2% | +10.5% | -37.7% | -32.7% |
| 6M | -17.5% | +2.6% | -20.1% | -22.8% |
| YTD | +25.8% | -21.7% | +47.5% | +39.7% |
| 1Y | +31.8% | -21.6% | +53.4% | +46.3% |
| 3Y | +195.3% | +57.0% | +138.3% | +98.7% |
| 5Y | +285.9% | +25.0% | +261.0% | +190.6% |
| All | +2,247.0% | +542.9% | +1,704.1% | +567.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 10y: compounded portfolio wealth divided by compounded ISRG 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…
10y analysis · Full analysis span regression · 6 months rolling