-39.8%
BABA vs KGC
+226.6%
-266.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -13.8% | -6.7% | -7.1% | -12.3% |
| 30D | -15.1% | -6.7% | -8.4% | -13.8% |
| 3M | -22.7% | -22.6% | -0.2% | -18.7% |
| 6M | -34.7% | -33.4% | -1.2% | -29.0% |
| YTD | -35.0% | -26.0% | -9.0% | -32.2% |
| 1Y | -40.4% | -18.3% | -22.1% | -39.5% |
| 3Y | +21.9% | +315.8% | -293.9% | -30.0% |
| All | -39.8% | +226.6% | -266.4% | -64.2% |
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