+12,345.4%
KLAC vs SAP
+2,435.9%
+9,909.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.8% |
| 7D | -2.1% | +1.5% | -3.5% | -3.2% |
| 30D | -21.8% | +8.8% | -30.6% | -25.7% |
| 3M | -20.5% | +12.1% | -32.6% | -26.2% |
| 6M | -18.0% | +34.6% | -52.5% | -33.6% |
| YTD | +26.4% | -2.1% | +28.5% | +17.4% |
| 1Y | +26.3% | -5.5% | +31.8% | +19.7% |
| 3Y | +193.3% | +67.4% | +125.8% | +104.8% |
| 5Y | +297.2% | +74.6% | +222.6% | +173.4% |
| 10Y | +2,288.0% | +224.0% | +2,064.0% | +1,091.1% |
| All | +12,345.4% | +2,435.9% | +9,909.5% | +3,157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling