+297.2%
KLAC vs SAP
+72.8%
+224.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | -2.1% | +1.5% | -3.5% | -3.0% |
| 30D | -21.8% | +8.8% | -30.6% | -25.2% |
| 3M | -20.5% | +12.1% | -32.6% | -25.5% |
| 6M | -18.0% | +34.6% | -52.5% | -32.2% |
| YTD | +26.4% | -2.1% | +28.5% | +25.9% |
| 1Y | +26.3% | -5.5% | +31.8% | +29.6% |
| 3Y | +193.3% | +67.4% | +125.8% | +76.1% |
| 5Y | +297.2% | +74.6% | +222.6% | +126.9% |
| All | +297.2% | +72.8% | +224.4% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling