+288.8%
KLAC vs SAP
+56.7%
+232.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.2% |
| 7D | +10.6% | -0.3% | +10.8% | +10.6% |
| 30D | -4.5% | +2.6% | -7.1% | -5.2% |
| 3M | -10.3% | +16.3% | -26.5% | -12.7% |
| 6M | +40.9% | +6.4% | +34.5% | +41.6% |
| YTD | +56.1% | -11.4% | +67.5% | +70.6% |
| 1Y | +109.0% | -20.4% | +129.4% | +145.8% |
| 3Y | +288.8% | +56.5% | +232.3% | +197.8% |
| All | +288.8% | +56.7% | +232.1% | +197.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling