+15.7%
BABA vs KIM
+64.9%
-49.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +2.4% | +2.8% | -0.4% | +1.9% |
| 30D | -7.8% | +15.9% | -23.7% | -10.0% |
| 3M | -22.4% | +7.8% | -30.1% | -23.3% |
| 6M | -26.0% | +11.9% | -37.9% | -27.5% |
| YTD | -29.3% | +31.0% | -60.3% | -32.7% |
| 1Y | -37.5% | +32.3% | -69.9% | -40.6% |
| 3Y | +31.9% | +65.5% | -33.6% | +19.5% |
| 5Y | -33.4% | +37.2% | -70.6% | -38.1% |
| 10Y | +15.7% | +63.9% | -48.2% | -0.3% |
| All | +15.7% | +64.9% | -49.2% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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