+36.3%
BABA vs KEYS
+1,072.8%
-1,036.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | -4.8% | +2.3% | -7.0% | -5.6% |
| 30D | -11.9% | -2.6% | -9.3% | -11.4% |
| 3M | -9.3% | -4.6% | -4.6% | -8.9% |
| 6M | -14.2% | +8.7% | -23.0% | -18.5% |
| YTD | -22.0% | +61.0% | -83.1% | -37.4% |
| 1Y | -12.7% | +96.0% | -108.7% | -35.8% |
| 3Y | +26.7% | +144.4% | -117.8% | -18.1% |
| 5Y | -29.3% | +80.5% | -109.8% | -49.2% |
| 10Y | +21.2% | +974.9% | -953.7% | -56.9% |
| All | +36.3% | +1,072.8% | -1,036.5% | -51.6% |
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