+35.9%
KLAC vs SAP
-5.5%
+41.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.1% | +5.3% |
| 7D | +7.5% | -2.5% | +10.0% | +6.6% |
| 30D | -15.3% | +7.5% | -22.8% | -12.8% |
| 3M | -19.6% | +11.6% | -31.2% | -15.7% |
| 6M | -12.5% | +37.6% | -50.2% | +1.2% |
| YTD | +33.0% | -2.0% | +35.0% | +55.7% |
| 1Y | +35.9% | -6.4% | +42.3% | +66.3% |
| All | +35.9% | -5.5% | +41.5% | +66.3% |
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 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