+2,809.5%
KLAC vs BABA
+20.8%
+2,788.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.7% | +13.0% | +10.4% |
| 7D | -1.1% | +3.8% | -5.0% | -2.6% |
| 30D | -22.6% | -5.4% | -17.2% | -21.6% |
| 3M | -23.5% | -17.9% | -5.6% | -19.5% |
| 6M | -18.8% | -24.1% | +5.3% | -13.0% |
| YTD | +25.0% | -27.4% | +52.5% | +35.4% |
| 1Y | +27.5% | -36.1% | +63.6% | +43.3% |
| 3Y | +206.1% | +35.4% | +170.8% | +160.6% |
| 5Y | +281.0% | -30.1% | +311.1% | +273.3% |
| 10Y | +2,249.0% | +15.8% | +2,233.1% | +1,951.1% |
| All | +2,809.5% | +20.8% | +2,788.7% | +2,274.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling