+17.1%
BABA vs KEY
+120.9%
-103.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +11.6% | -1.3% | +12.9% | +11.9% |
| 30D | +2.3% | +5.1% | -2.9% | +1.1% |
| 3M | -13.7% | -7.1% | -6.6% | -12.4% |
| 6M | -21.9% | -4.4% | -17.5% | -21.4% |
| YTD | -24.6% | +4.0% | -28.7% | -25.6% |
| 1Y | -34.1% | +23.4% | -57.5% | -37.4% |
| 3Y | +36.3% | +113.9% | -77.7% | +12.4% |
| 5Y | -26.7% | +12.3% | -39.1% | -32.7% |
| All | +17.1% | +120.9% | -103.8% | +12.2% |
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