+288.8%
KLAC vs ISRG
+17.7%
+271.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +3.7% |
| 7D | +10.6% | -5.2% | +15.8% | +12.9% |
| 30D | -4.5% | -7.6% | +3.1% | -1.7% |
| 3M | -10.3% | -16.4% | +6.1% | -5.0% |
| 6M | +40.9% | -28.6% | +69.5% | +61.9% |
| YTD | +56.1% | -38.2% | +94.3% | +94.6% |
| 1Y | +109.0% | -25.5% | +134.5% | +131.7% |
| 3Y | +288.8% | +17.4% | +271.4% | +268.7% |
| All | +288.8% | +17.7% | +271.2% | +268.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling