+23.9%
BABA vs KIM
+102.7%
-78.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +11.6% | +4.1% | +7.6% | +10.9% |
| 30D | +2.3% | +16.8% | -14.5% | -0.6% |
| 3M | -13.7% | +5.7% | -19.4% | -14.6% |
| 6M | -21.9% | +9.7% | -31.6% | -23.4% |
| YTD | -24.6% | +30.2% | -54.9% | -28.5% |
| 1Y | -34.1% | +32.1% | -66.2% | -37.7% |
| 3Y | +36.3% | +58.6% | -22.3% | +23.2% |
| 5Y | -26.7% | +31.2% | -57.9% | -31.9% |
| 10Y | +19.2% | +66.7% | -47.5% | +7.2% |
| All | +23.9% | +102.7% | -78.8% | -6.6% |
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