+28.2%
BABA vs KIM
+87.5%
-59.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -4.8% | +0.4% | -5.2% | -4.8% |
| 30D | -11.9% | -4.0% | -7.9% | -11.3% |
| 3M | -9.3% | +0.5% | -9.8% | -9.5% |
| 6M | -14.2% | +3.6% | -17.9% | -15.0% |
| YTD | -22.0% | +20.4% | -42.5% | -25.0% |
| 1Y | -12.7% | +9.7% | -22.4% | -14.6% |
| 3Y | +26.7% | +46.0% | -19.3% | +16.2% |
| 5Y | -29.3% | +34.4% | -63.8% | -34.3% |
| 10Y | +21.2% | +29.3% | -8.1% | +18.6% |
| All | +28.2% | +87.5% | -59.3% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling