+3,467.2%
KLAC vs BABA
+29.8%
+3,437.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +6.9% |
| 7D | +5.7% | -4.8% | +10.5% | +7.3% |
| 30D | -3.6% | -11.9% | +8.3% | -0.3% |
| 3M | -12.8% | -9.3% | -3.5% | -11.0% |
| 6M | +26.1% | -14.2% | +40.3% | +30.5% |
| YTD | +53.3% | -22.0% | +75.3% | +63.1% |
| 1Y | +113.7% | -12.7% | +126.4% | +118.9% |
| 3Y | +274.9% | +26.7% | +248.2% | +227.4% |
| 5Y | +470.1% | -29.3% | +499.5% | +457.7% |
| 10Y | +2,997.0% | +21.2% | +2,975.8% | +2,568.7% |
| All | +3,467.2% | +29.8% | +3,437.3% | +2,762.3% |
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