+28.2%
BABA vs KEY
+148.6%
-120.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | +2.2% | -7.0% | -5.2% |
| 30D | -11.9% | -3.0% | -8.9% | -11.3% |
| 3M | -9.3% | +3.3% | -12.6% | -10.1% |
| 6M | -14.2% | +9.2% | -23.4% | -16.2% |
| YTD | -22.0% | +10.6% | -32.7% | -24.1% |
| 1Y | -12.7% | +20.4% | -33.1% | -16.8% |
| 3Y | +26.7% | +121.8% | -95.2% | +2.1% |
| 5Y | -29.3% | +41.1% | -70.5% | -38.5% |
| 10Y | +21.2% | +168.5% | -147.3% | -19.2% |
| All | +28.2% | +148.6% | -120.5% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling