+452.1%
KLAC vs ISRG
-2.2%
+454.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.7% |
| 7D | +6.2% | -5.0% | +11.2% | +8.8% |
| 30D | -5.0% | -10.2% | +5.2% | +0.1% |
| 3M | -14.4% | -17.2% | +2.8% | -8.0% |
| 6M | +28.3% | -28.4% | +56.7% | +49.2% |
| YTD | +51.1% | -37.6% | +88.7% | +90.8% |
| 1Y | +100.4% | -24.4% | +124.8% | +122.2% |
| 3Y | +276.3% | +18.4% | +257.9% | +214.1% |
| 5Y | +452.1% | -1.0% | +453.0% | +382.6% |
| All | +452.1% | -2.2% | +454.2% | +382.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling