+11.7%
BABA vs KEY
+95.2%
-83.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.5% | -6.9% |
| 7D | -12.7% | +1.8% | -14.5% | -13.0% |
| 30D | -14.9% | +7.1% | -22.0% | -16.2% |
| 3M | -24.6% | -5.9% | -18.7% | -23.7% |
| 6M | -29.3% | +2.2% | -31.5% | -29.9% |
| YTD | -35.0% | +6.4% | -41.4% | -36.2% |
| 1Y | -39.7% | +24.8% | -64.5% | -42.9% |
| 3Y | +21.2% | +125.2% | -104.1% | -1.5% |
| 5Y | -39.9% | +13.0% | -52.8% | -45.0% |
| All | +11.7% | +95.2% | -83.5% | -6.5% |
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