+286.1%
KLAC vs BABA
-40.0%
+326.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.0% | -13.8% | +23.8% | +13.9% |
| 30D | -14.8% | -15.1% | +0.3% | -11.6% |
| 3M | -27.2% | -22.7% | -4.4% | -22.8% |
| 6M | -17.5% | -34.7% | +17.2% | -9.1% |
| YTD | +25.8% | -35.0% | +60.8% | +38.2% |
| 1Y | +31.8% | -40.4% | +72.2% | +47.8% |
| 3Y | +195.3% | +21.9% | +173.4% | +168.4% |
| All | +286.1% | -40.0% | +326.2% | +274.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling