+15.8%
BABA vs KDP
+235.7%
-219.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.6% | -3.9% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | -5.4% | +16.3% | -21.7% | -7.8% |
| 3M | -17.9% | +24.0% | -41.9% | -21.0% |
| 6M | -24.1% | +30.0% | -54.0% | -27.8% |
| YTD | -27.4% | +36.1% | -63.5% | -31.8% |
| 1Y | -36.1% | +46.8% | -82.9% | -40.8% |
| 3Y | +35.4% | +30.5% | +4.9% | +27.1% |
| 5Y | -30.1% | +17.9% | -48.0% | -33.2% |
| 10Y | +15.8% | +239.3% | -223.4% | +1.9% |
| All | +15.8% | +235.7% | -219.9% | +1.9% |
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