+12,290.9%
KLAC vs SAP
+2,448.5%
+9,842.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.3% |
| 7D | +10.0% | +0.6% | +9.4% | +9.7% |
| 30D | -14.8% | +6.5% | -21.4% | -18.1% |
| 3M | -27.2% | +12.2% | -39.4% | -32.4% |
| 6M | -17.5% | +46.1% | -63.5% | -36.0% |
| YTD | +25.8% | -1.6% | +27.4% | +16.6% |
| 1Y | +31.8% | -5.1% | +36.9% | +24.6% |
| 3Y | +195.3% | +68.4% | +126.9% | +105.6% |
| 5Y | +285.9% | +79.4% | +206.5% | +162.0% |
| 10Y | +2,247.6% | +230.5% | +2,017.1% | +1,059.9% |
| All | +12,290.9% | +2,448.5% | +9,842.4% | +3,135.2% |
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