+6,352.8%
KLAC vs ISRG
+18,108.6%
-11,755.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.2% | +7.5% |
| 7D | +5.7% | -1.6% | +7.3% | +6.1% |
| 30D | -3.6% | -2.3% | -1.4% | -3.2% |
| 3M | -12.8% | -12.4% | -0.4% | -11.0% |
| 6M | +26.1% | -26.8% | +52.9% | +34.3% |
| YTD | +53.3% | -35.3% | +88.6% | +68.3% |
| 1Y | +113.7% | -19.3% | +133.0% | +121.3% |
| 3Y | +274.9% | +18.1% | +256.7% | +255.5% |
| 5Y | +470.1% | +2.6% | +467.5% | +455.4% |
| 10Y | +2,997.0% | +379.4% | +2,617.6% | +2,174.9% |
| All | +6,352.8% | +18,108.6% | -11,755.7% | +2,625.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling