-39.9%
BABA vs KDP
+13.5%
-53.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.4% | +0.3% | -5.8% |
| 7D | -12.7% | -4.0% | -8.7% | -12.0% |
| 30D | -14.9% | +8.5% | -23.3% | -15.7% |
| 3M | -24.6% | +20.7% | -45.3% | -26.6% |
| 6M | -29.3% | +23.2% | -52.5% | -31.8% |
| YTD | -35.0% | +30.5% | -65.5% | -38.1% |
| 1Y | -39.7% | +35.9% | -75.6% | -43.0% |
| 3Y | +21.2% | +24.8% | -3.6% | +14.5% |
| 5Y | -39.9% | +13.4% | -53.3% | -42.0% |
| All | -39.9% | +13.5% | -53.4% | -42.0% |
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 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