+22.3%
BABA vs KGC
+563.3%
-541.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.6% |
| 7D | +8.6% | 0.0% | +8.6% | +8.6% |
| 30D | -1.1% | -9.3% | +8.2% | -0.3% |
| 3M | -15.9% | -15.9% | 0.0% | -14.9% |
| 6M | -17.5% | -24.9% | +7.3% | -15.9% |
| YTD | -25.6% | -23.0% | -2.6% | -24.4% |
| 1Y | -33.8% | -9.9% | -23.9% | -33.7% |
| 3Y | +34.6% | +301.2% | -266.6% | +18.5% |
| 5Y | -27.7% | +278.5% | -306.2% | -37.3% |
| 10Y | +17.7% | +484.3% | -466.6% | +1.5% |
| All | +22.3% | +563.3% | -541.0% | +6.4% |
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