+15.7%
BABA vs KGC
+506.2%
-490.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.8% | +3.3% | -1.8% |
| 7D | +2.4% | +8.0% | -5.7% | +1.3% |
| 30D | -7.8% | -9.3% | +1.5% | -6.7% |
| 3M | -22.4% | -21.3% | -1.1% | -20.4% |
| 6M | -26.0% | -31.5% | +5.5% | -22.9% |
| YTD | -29.3% | -23.2% | -6.0% | -27.7% |
| 1Y | -37.5% | -15.0% | -22.5% | -37.0% |
| 3Y | +31.9% | +328.7% | -296.8% | +7.1% |
| 5Y | -33.4% | +262.9% | -296.3% | -46.8% |
| 10Y | +15.7% | +568.9% | -553.2% | -9.7% |
| All | +15.7% | +506.2% | -490.5% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling