-33.4%
BABA vs KEY
+14.6%
-48.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +2.4% | +0.5% | +1.8% | +2.2% |
| 30D | -7.8% | +6.9% | -14.6% | -9.3% |
| 3M | -22.4% | -5.0% | -17.4% | -21.5% |
| 6M | -26.0% | +0.7% | -26.7% | -26.5% |
| YTD | -29.3% | +6.5% | -35.7% | -30.8% |
| 1Y | -37.5% | +22.6% | -60.1% | -41.0% |
| 3Y | +31.9% | +125.3% | -93.4% | +2.5% |
| 5Y | -33.4% | +13.9% | -47.3% | -37.6% |
| All | -33.4% | +14.6% | -48.0% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling