+184.3%
KLAC vs BABA
+34.4%
+149.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.3% | +5.4% | +6.4% |
| 7D | -12.3% | +11.6% | -23.9% | -15.0% |
| 30D | -29.6% | +2.3% | -31.9% | -30.2% |
| 3M | -28.2% | -13.7% | -14.6% | -25.9% |
| 6M | -23.6% | -21.9% | -1.7% | -19.0% |
| YTD | +14.4% | -24.6% | +39.0% | +22.1% |
| 1Y | +15.4% | -34.1% | +49.5% | +27.3% |
| 3Y | +184.3% | +36.3% | +148.1% | +153.0% |
| All | +184.3% | +34.4% | +149.9% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 3y: compounded portfolio wealth divided by compounded BABA 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…
3y analysis · Full analysis span regression · 6 months rolling