-35.3%
BABA vs KDP
+41.3%
-76.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.9% | -1.0% | +5.0% |
| 7D | +4.3% | +5.3% | -1.0% | +4.4% |
| 30D | -5.0% | +19.1% | -24.1% | -3.9% |
| 3M | -18.4% | +19.2% | -37.5% | -17.3% |
| 6M | -20.3% | +29.3% | -49.5% | -19.4% |
| YTD | -27.5% | +35.5% | -63.0% | -25.6% |
| 1Y | -35.3% | +43.5% | -78.8% | -31.0% |
| All | -35.3% | +41.3% | -76.7% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling