-39.8%
BABA vs KDP
+16.7%
-56.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | -13.8% | -0.8% | -13.0% | -13.6% |
| 30D | -15.1% | +9.7% | -24.8% | -16.2% |
| 3M | -22.7% | +17.6% | -40.4% | -24.5% |
| 6M | -34.7% | +25.8% | -60.5% | -37.1% |
| YTD | -35.0% | +33.9% | -68.9% | -38.3% |
| 1Y | -40.4% | +38.9% | -79.3% | -43.9% |
| 3Y | +21.9% | +26.8% | -4.9% | +15.1% |
| All | -39.8% | +16.7% | -56.5% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling