+14.9%
BABA vs KGC
+559.7%
-544.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | -8.4% | -8.8% | +0.5% | -7.7% |
| 3M | -20.6% | -21.1% | +0.5% | -19.2% |
| 6M | -25.4% | -32.3% | +6.9% | -23.2% |
| YTD | -30.1% | -23.5% | -6.7% | -29.0% |
| 1Y | -36.3% | -15.0% | -21.3% | -35.8% |
| 3Y | +30.4% | +327.5% | -297.2% | +14.3% |
| 5Y | -35.7% | +244.3% | -280.0% | -44.2% |
| 10Y | +16.0% | +634.8% | -618.7% | 0.0% |
| All | +14.9% | +559.7% | -544.8% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling