-39.9%
BABA vs KEYS
+62.9%
-102.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -6.9% |
| 7D | -12.7% | +16.7% | -29.4% | -17.1% |
| 30D | -14.9% | -17.8% | +2.9% | -9.8% |
| 3M | -24.6% | -14.2% | -10.5% | -21.8% |
| 6M | -29.3% | -15.9% | -13.5% | -26.8% |
| YTD | -35.0% | +49.7% | -84.8% | -47.5% |
| 1Y | -39.7% | +65.3% | -105.0% | -53.5% |
| 3Y | +21.2% | +144.9% | -123.7% | -27.7% |
| 5Y | -39.9% | +63.0% | -102.9% | -62.5% |
| All | -39.9% | +62.9% | -102.8% | -62.5% |
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