+452.1%
KLAC vs SAP
+55.3%
+396.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.7% |
| 7D | +6.2% | -0.3% | +6.4% | +6.2% |
| 30D | -5.0% | +0.3% | -5.3% | -5.5% |
| 3M | -14.4% | +16.9% | -31.3% | -22.4% |
| 6M | +28.3% | +6.3% | +22.0% | +21.3% |
| YTD | +51.1% | -12.4% | +63.5% | +59.5% |
| 1Y | +100.4% | -21.6% | +122.0% | +130.7% |
| 3Y | +276.3% | +54.8% | +221.6% | +135.3% |
| 5Y | +452.1% | +56.2% | +395.9% | +231.4% |
| All | +452.1% | +55.3% | +396.8% | +231.4% |
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