+2,994.5%
KLAC vs BABA
+16.4%
+2,978.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +5.6% |
| 7D | +7.5% | -3.6% | +11.1% | +8.4% |
| 30D | -15.3% | -8.4% | -7.0% | -13.4% |
| 3M | -19.6% | -20.6% | +1.0% | -14.5% |
| 6M | -12.5% | -25.4% | +12.9% | -5.9% |
| YTD | +33.0% | -30.1% | +63.1% | +45.5% |
| 1Y | +35.9% | -36.3% | +72.2% | +52.8% |
| 3Y | +208.6% | +30.4% | +178.3% | +165.5% |
| 5Y | +309.5% | -35.7% | +345.2% | +313.1% |
| 10Y | +2,381.5% | +16.0% | +2,365.5% | +2,077.1% |
| All | +2,994.5% | +16.4% | +2,978.2% | +2,453.3% |
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