+20.3%
BABA vs KGC
+480.7%
-460.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.9% |
| 7D | +11.6% | +10.5% | +1.2% | +10.2% |
| 30D | +2.3% | -4.1% | +6.3% | +2.7% |
| 3M | -13.7% | -13.1% | -0.6% | -12.6% |
| 6M | -21.9% | -27.5% | +5.6% | -19.3% |
| YTD | -24.6% | -20.7% | -3.9% | -23.3% |
| 1Y | -34.1% | -6.1% | -28.0% | -34.4% |
| 3Y | +36.3% | +318.6% | -282.4% | +10.8% |
| 5Y | -26.7% | +289.9% | -316.7% | -41.8% |
| All | +20.3% | +480.7% | -460.3% | -6.0% |
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