+34.5%
BABA vs KEY
+107.3%
-72.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.4% | +3.2% |
| 7D | +8.6% | -2.5% | +11.0% | +9.1% |
| 30D | -1.1% | +4.1% | -5.2% | -1.9% |
| 3M | -15.9% | -8.4% | -7.6% | -14.6% |
| 6M | -17.5% | -2.3% | -15.3% | -17.5% |
| YTD | -25.6% | +4.6% | -30.2% | -26.6% |
| 1Y | -33.8% | +24.6% | -58.4% | -36.9% |
| All | +34.5% | +107.3% | -72.8% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling