+19.2%
BABA vs KEY
+141.6%
-122.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.6% |
| 7D | +4.3% | +1.7% | +2.6% | +3.9% |
| 30D | -5.0% | +6.8% | -11.8% | -6.4% |
| 3M | -18.4% | -5.8% | -12.6% | -17.3% |
| 6M | -20.3% | +1.4% | -21.7% | -20.8% |
| YTD | -27.5% | +7.5% | -35.0% | -29.0% |
| 1Y | -35.3% | +29.6% | -64.9% | -39.4% |
| 3Y | +31.2% | +118.8% | -87.6% | +6.3% |
| 5Y | -32.1% | +16.8% | -48.9% | -38.4% |
| 10Y | +14.7% | +133.0% | -118.4% | -19.7% |
| All | +19.2% | +141.6% | -122.4% | -20.1% |
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