+2,838.9%
KLAC vs SAP
+175.6%
+2,663.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.3% |
| 7D | +2.5% | -5.1% | +7.6% | +5.5% |
| 30D | -11.5% | -1.8% | -9.7% | -11.0% |
| 3M | -16.9% | +20.9% | -37.9% | -28.8% |
| 6M | +22.2% | +7.0% | +15.2% | +11.1% |
| YTD | +46.4% | -13.7% | +60.1% | +50.4% |
| 1Y | +91.0% | -19.6% | +110.6% | +106.6% |
| 3Y | +264.6% | +52.4% | +212.1% | +138.0% |
| 5Y | +430.6% | +54.4% | +376.2% | +237.8% |
| All | +2,838.9% | +175.6% | +2,663.3% | +1,051.3% |
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