+309.5%
KLAC vs ISRG
+24.9%
+284.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.4% | +5.3% |
| 7D | +7.5% | -6.8% | +14.2% | +11.3% |
| 30D | -15.3% | +5.1% | -20.4% | -17.9% |
| 3M | -19.6% | +12.0% | -31.6% | -25.0% |
| 6M | -12.5% | +7.0% | -19.5% | -18.8% |
| YTD | +33.0% | -20.6% | +53.6% | +47.2% |
| 1Y | +35.9% | -21.4% | +57.4% | +51.5% |
| 3Y | +208.6% | +62.0% | +146.6% | +117.0% |
| 5Y | +309.5% | +28.1% | +281.3% | +211.0% |
| All | +309.5% | +24.9% | +284.6% | +211.0% |
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