+6,910.5%
KLAC vs BIDU
+1,407.1%
+5,503.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.3% | +6.2% |
| 7D | +5.7% | +2.4% | +3.3% | +5.1% |
| 30D | -3.6% | -10.5% | +6.9% | -0.9% |
| 3M | -12.8% | -26.2% | +13.4% | -5.6% |
| 6M | +26.1% | -16.4% | +42.5% | +31.3% |
| YTD | +53.3% | -23.9% | +77.2% | +63.4% |
| 1Y | +113.7% | +1.3% | +112.4% | +109.5% |
| 3Y | +274.9% | -32.1% | +307.0% | +296.0% |
| 5Y | +470.1% | -39.0% | +509.1% | +481.7% |
| 10Y | +2,997.0% | -44.0% | +3,041.1% | +2,957.4% |
| All | +6,910.5% | +1,407.1% | +5,503.4% | +3,683.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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