+2,381.5%
KLAC vs SAP
+231.4%
+2,150.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.1% | +5.2% |
| 7D | +7.5% | -2.5% | +10.0% | +8.6% |
| 30D | -15.3% | +7.5% | -22.8% | -19.4% |
| 3M | -19.6% | +11.6% | -31.2% | -25.9% |
| 6M | -12.5% | +37.6% | -50.2% | -32.4% |
| YTD | +33.0% | -2.0% | +35.0% | +25.3% |
| 1Y | +35.9% | -6.4% | +42.3% | +32.7% |
| 3Y | +208.6% | +67.7% | +140.9% | +89.1% |
| 5Y | +309.5% | +75.7% | +233.8% | +138.6% |
| 10Y | +2,381.5% | +229.3% | +2,152.2% | +698.6% |
| All | +2,381.5% | +231.4% | +2,150.1% | +698.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling