-33.8%
BABA vs KEY
+26.0%
-59.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.4% | +3.1% |
| 7D | +8.6% | -2.5% | +11.0% | +9.0% |
| 30D | -1.1% | +4.1% | -5.2% | -1.7% |
| 3M | -15.9% | -8.4% | -7.6% | -14.8% |
| 6M | -17.5% | -2.3% | -15.3% | -17.8% |
| YTD | -25.6% | +4.6% | -30.2% | -27.1% |
| 1Y | -33.8% | +24.6% | -58.4% | -33.4% |
| All | -33.8% | +26.0% | -59.8% | -33.4% |
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