+13.6%
BABA vs KEYS
+967.0%
-953.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | -13.8% | +9.4% | -23.2% | -16.7% |
| 30D | -15.1% | -16.8% | +1.7% | -10.3% |
| 3M | -22.7% | -15.9% | -6.9% | -19.2% |
| 6M | -34.7% | -17.6% | -17.1% | -31.8% |
| YTD | -35.0% | +46.5% | -81.5% | -46.8% |
| 1Y | -40.4% | +66.9% | -107.3% | -54.0% |
| 3Y | +21.9% | +141.4% | -119.5% | -22.4% |
| 5Y | -39.9% | +59.5% | -99.4% | -55.4% |
| 10Y | +7.9% | +761.1% | -753.2% | -59.3% |
| All | +13.6% | +967.0% | -953.3% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling