+470.0%
KLAC vs BABA
-30.9%
+500.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +7.0% |
| 7D | +5.7% | -4.8% | +10.5% | +7.0% |
| 30D | -3.6% | -11.9% | +8.3% | -0.9% |
| 3M | -12.8% | -9.3% | -3.5% | -11.3% |
| 6M | +26.1% | -14.2% | +40.3% | +29.8% |
| YTD | +53.3% | -22.0% | +75.3% | +61.5% |
| 1Y | +113.7% | -12.7% | +126.4% | +118.7% |
| 3Y | +274.9% | +26.7% | +248.2% | +240.0% |
| All | +470.0% | -30.9% | +500.9% | +429.2% |
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