+15.8%
BABA vs KEY
+121.9%
-106.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.4% | -4.3% |
| 7D | +3.8% | -0.4% | +4.2% | +3.9% |
| 30D | -5.4% | +7.2% | -12.6% | -6.9% |
| 3M | -17.9% | -4.9% | -13.0% | -17.2% |
| 6M | -24.1% | +1.1% | -25.1% | -24.5% |
| YTD | -27.4% | +6.8% | -34.3% | -28.8% |
| 1Y | -36.1% | +23.3% | -59.4% | -39.2% |
| 3Y | +35.4% | +126.1% | -90.7% | +10.1% |
| 5Y | -30.1% | +15.2% | -45.3% | -36.2% |
| 10Y | +15.8% | +113.6% | -97.8% | +7.0% |
| All | +15.8% | +121.9% | -106.1% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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