+31.0%
BABA vs KEEL
+209.2%
-178.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | -2.2% | +19.3% | -21.4% | -3.8% |
| 30D | -17.3% | +9.1% | -26.4% | -18.4% |
| 3M | -7.8% | -31.5% | +23.8% | -5.7% |
| 6M | -16.8% | +75.8% | -92.6% | -23.3% |
| YTD | -24.7% | +57.9% | -82.6% | -30.4% |
| 1Y | -24.9% | +133.3% | -158.3% | -34.1% |
| All | +31.0% | +209.2% | -178.1% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling