+26.2%
KLAC vs SAP
-5.6%
+31.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.2% | -8.3% | -2.5% |
| 7D | -5.7% | +1.3% | -7.0% | -5.1% |
| 30D | -27.6% | +15.5% | -43.1% | -23.6% |
| 3M | -23.3% | +22.8% | -46.1% | -17.1% |
| 6M | -12.4% | +42.5% | -54.8% | +2.0% |
| YTD | +23.7% | +0.5% | +23.2% | +46.1% |
| 1Y | +26.2% | -5.9% | +32.1% | +58.7% |
| All | +26.2% | -5.6% | +31.8% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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