-40.4%
BABA vs KEYS
+63.0%
-103.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -13.8% | +9.4% | -23.2% | -14.5% |
| 30D | -15.1% | -16.8% | +1.7% | -13.2% |
| 3M | -22.7% | -15.9% | -6.9% | -21.2% |
| 6M | -34.7% | -17.6% | -17.1% | -33.5% |
| YTD | -35.0% | +46.5% | -81.5% | -37.5% |
| 1Y | -40.4% | +66.9% | -107.3% | -41.9% |
| All | -40.4% | +63.0% | -103.4% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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