-42.6%
BABA vs KEEL
+105.5%
-148.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.3% |
| 7D | -13.8% | -0.5% | -13.2% | -13.8% |
| 30D | -15.1% | -27.1% | +12.0% | -13.7% |
| 3M | -22.7% | -43.8% | +21.1% | -20.4% |
| 6M | -34.7% | -55.2% | +20.5% | -32.3% |
| YTD | -35.0% | -20.9% | -14.2% | -36.0% |
| 1Y | -40.4% | -28.5% | -11.9% | -41.1% |
| 3Y | +21.9% | +66.1% | -44.2% | +7.5% |
| 5Y | -39.9% | -78.3% | +38.4% | -45.6% |
| All | -42.6% | +105.5% | -148.1% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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