-31.3%
BABA vs KGC
+450.1%
-481.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.8% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | -11.9% | +20.3% | -32.2% | -16.4% |
| 3M | -9.3% | +8.1% | -17.3% | -11.9% |
| 6M | -14.2% | -8.8% | -5.5% | -13.4% |
| YTD | -22.0% | +10.1% | -32.1% | -25.7% |
| 1Y | -12.7% | +44.2% | -56.9% | -23.5% |
| 3Y | +26.7% | +533.0% | -506.4% | -34.3% |
| All | -31.3% | +450.1% | -481.4% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling