+31.8%
KLAC vs ISRG
-21.7%
+53.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.2% |
| 7D | +10.0% | -2.0% | +12.0% | +10.0% |
| 30D | -14.8% | +5.6% | -20.4% | -14.7% |
| 3M | -27.2% | +10.5% | -37.7% | -27.0% |
| 6M | -17.5% | +2.6% | -20.1% | -14.1% |
| YTD | +25.8% | -21.7% | +47.5% | +56.5% |
| 1Y | +31.8% | -21.6% | +53.4% | +64.2% |
| All | +31.8% | -21.7% | +53.6% | +64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling