+91.0%
KLAC vs ISRG
-23.0%
+114.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.2% | -3.2% |
| 7D | +2.5% | -2.5% | +5.0% | +2.6% |
| 30D | -11.5% | -10.2% | -1.4% | -10.8% |
| 3M | -16.9% | -12.5% | -4.4% | -15.5% |
| 6M | +22.2% | -25.8% | +48.0% | +31.3% |
| YTD | +46.4% | -36.4% | +82.7% | +62.5% |
| 1Y | +91.0% | -19.9% | +110.9% | +109.4% |
| All | +91.0% | -23.0% | +114.0% | +109.4% |
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 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