-30.8%
BABA vs KEYS
+81.9%
-112.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | -2.2% | +2.9% | -5.1% | -3.1% |
| 30D | -17.3% | -1.3% | -16.0% | -17.3% |
| 3M | -7.8% | -0.1% | -7.6% | -9.0% |
| 6M | -16.8% | +17.4% | -34.1% | -23.0% |
| YTD | -24.7% | +62.9% | -87.6% | -40.0% |
| 1Y | -24.9% | +95.7% | -120.7% | -45.3% |
| 3Y | +29.1% | +150.2% | -121.1% | -20.9% |
| All | -30.8% | +81.9% | -112.8% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling