-31.3%
BABA vs KDP
+6.0%
-37.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -4.8% | +1.3% | -6.0% | -5.0% |
| 30D | -11.9% | +6.0% | -17.9% | -12.8% |
| 3M | -9.3% | +9.2% | -18.5% | -11.0% |
| 6M | -14.2% | +14.7% | -28.9% | -16.8% |
| YTD | -22.0% | +19.2% | -41.2% | -25.1% |
| 1Y | -12.7% | +15.2% | -27.9% | -15.7% |
| 3Y | +26.7% | +6.0% | +20.7% | +23.3% |
| All | -31.3% | +6.0% | -37.3% | -36.1% |
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