+15.7%
BABA vs KDP
+248.3%
-232.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.8% |
| 7D | +2.4% | +8.2% | -5.9% | +1.0% |
| 30D | -7.8% | +18.4% | -26.1% | -10.4% |
| 3M | -22.4% | +29.2% | -51.6% | -25.8% |
| 6M | -26.0% | +32.3% | -58.3% | -29.8% |
| YTD | -29.3% | +38.5% | -67.8% | -33.7% |
| 1Y | -37.5% | +48.5% | -86.0% | -42.2% |
| 3Y | +31.9% | +32.5% | -0.6% | +23.6% |
| 5Y | -33.4% | +19.7% | -53.1% | -36.6% |
| 10Y | +15.7% | +256.4% | -240.7% | +2.0% |
| All | +15.7% | +248.3% | -232.6% | +2.0% |
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 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