-23.9%
BABA vs KEYS
+92.7%
-116.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.5% |
| 7D | -2.9% | +0.9% | -3.8% | -3.0% |
| 30D | -15.1% | -5.3% | -9.8% | -14.5% |
| 3M | -5.0% | +0.5% | -5.6% | -6.1% |
| 6M | -19.9% | +14.0% | -34.0% | -22.2% |
| YTD | -25.3% | +60.3% | -85.5% | -31.1% |
| 1Y | -23.9% | +91.3% | -115.2% | -33.0% |
| All | -23.9% | +92.7% | -116.6% | -33.0% |
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