+16.0%
BABA vs KIM
+63.9%
-47.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -3.6% | -1.0% | -2.6% | -3.4% |
| 30D | -8.4% | +14.8% | -23.1% | -10.4% |
| 3M | -20.6% | +8.1% | -28.7% | -21.6% |
| 6M | -25.4% | +11.7% | -37.0% | -26.9% |
| YTD | -30.1% | +30.7% | -60.8% | -33.4% |
| 1Y | -36.3% | +29.7% | -66.0% | -39.3% |
| 3Y | +30.4% | +65.1% | -34.7% | +18.1% |
| 5Y | -35.7% | +34.7% | -70.4% | -40.1% |
| 10Y | +16.0% | +64.1% | -48.1% | +0.1% |
| All | +16.0% | +63.9% | -47.8% | +0.1% |
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