-33.5%
BABA vs KEEL
+294.5%
-328.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.4% |
| 7D | -3.5% | +2.9% | -6.4% | -3.7% |
| 30D | -12.7% | +0.8% | -13.6% | -13.0% |
| 3M | -3.0% | -35.3% | +32.3% | -1.1% |
| 6M | -19.1% | +59.4% | -78.4% | -23.2% |
| YTD | -24.7% | +51.9% | -76.7% | -28.7% |
| 1Y | -29.0% | +75.0% | -104.0% | -34.3% |
| 3Y | +30.9% | +224.5% | -193.6% | +10.6% |
| 5Y | -30.9% | -35.9% | +5.0% | -40.4% |
| All | -33.5% | +294.5% | -328.0% | -47.1% |
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