-28.3%
BABA vs KIM
+31.1%
-59.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +11.6% | +4.1% | +7.6% | +10.1% |
| 30D | +2.3% | +16.8% | -14.5% | -3.2% |
| 3M | -13.7% | +5.7% | -19.4% | -15.4% |
| 6M | -21.9% | +9.7% | -31.6% | -25.0% |
| YTD | -24.6% | +30.2% | -54.9% | -32.5% |
| 1Y | -34.1% | +32.1% | -66.2% | -41.4% |
| 3Y | +36.3% | +58.6% | -22.3% | +6.1% |
| All | -28.3% | +31.1% | -59.4% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling