-40.4%
BABA vs KEY
+25.9%
-66.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -13.8% | +2.9% | -16.7% | -14.1% |
| 30D | -15.1% | +8.4% | -23.5% | -16.2% |
| 3M | -22.7% | -5.8% | -17.0% | -22.1% |
| 6M | -34.7% | +5.4% | -40.1% | -36.2% |
| YTD | -35.0% | +7.1% | -42.1% | -36.5% |
| 1Y | -40.4% | +26.8% | -67.2% | -40.0% |
| All | -40.4% | +25.9% | -66.4% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling