+14,998.1%
KLAC vs SAP
+2,233.8%
+12,764.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.8% |
| 7D | +5.7% | -2.9% | +8.6% | +7.2% |
| 30D | -3.6% | +9.0% | -12.6% | -8.1% |
| 3M | -12.8% | +14.9% | -27.8% | -21.8% |
| 6M | +26.1% | +11.9% | +14.2% | +12.5% |
| YTD | +53.3% | -9.9% | +63.2% | +50.4% |
| 1Y | +113.7% | -19.5% | +133.2% | +122.4% |
| 3Y | +274.9% | +61.8% | +213.1% | +169.1% |
| 5Y | +470.1% | +56.2% | +414.0% | +319.9% |
| 10Y | +2,997.0% | +180.6% | +2,816.4% | +1,578.5% |
| All | +14,998.1% | +2,233.8% | +12,764.4% | +4,073.2% |
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