-39.8%
BABA vs KEEL
-78.9%
+39.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.6% |
| 7D | -13.8% | -0.5% | -13.2% | -13.8% |
| 30D | -15.1% | -27.1% | +12.0% | -12.6% |
| 3M | -22.7% | -43.8% | +21.1% | -18.5% |
| 6M | -34.7% | -55.2% | +20.5% | -30.5% |
| YTD | -35.0% | -20.9% | -14.2% | -37.5% |
| 1Y | -40.4% | -28.5% | -11.9% | -42.2% |
| 3Y | +21.9% | +66.1% | -44.2% | -11.9% |
| All | -39.8% | -78.9% | +39.2% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling