+16.0%
BABA vs KDP
+264.7%
-248.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.5% |
| 7D | -3.6% | +4.0% | -7.5% | -4.2% |
| 30D | -8.4% | +16.8% | -25.2% | -10.8% |
| 3M | -20.6% | +32.0% | -52.6% | -24.4% |
| 6M | -25.4% | +35.2% | -60.5% | -29.5% |
| YTD | -30.1% | +40.9% | -71.0% | -34.6% |
| 1Y | -36.3% | +47.7% | -83.9% | -41.0% |
| 3Y | +30.4% | +34.8% | -4.4% | +21.8% |
| 5Y | -35.7% | +22.6% | -58.4% | -39.0% |
| 10Y | +16.0% | +266.4% | -250.4% | +2.3% |
| All | +16.0% | +264.7% | -248.7% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling