-31.1%
BABA vs KEEL
+283.4%
-314.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +1.0% |
| 7D | -4.8% | +7.8% | -12.5% | -5.3% |
| 30D | -11.9% | -11.7% | -0.2% | -11.5% |
| 3M | -9.3% | -41.5% | +32.2% | -6.8% |
| 6M | -14.2% | +54.9% | -69.2% | -18.4% |
| YTD | -22.0% | +47.7% | -69.7% | -26.0% |
| 1Y | -12.7% | +177.6% | -190.3% | -21.7% |
| 3Y | +26.7% | +164.9% | -138.2% | +8.4% |
| 5Y | -29.3% | -45.9% | +16.5% | -38.8% |
| All | -31.1% | +283.4% | -314.5% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling