+16.7%
BABA vs KR
+124.0%
-107.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.9% |
| 7D | -2.2% | -3.1% | +0.9% | -2.1% |
| 30D | -17.3% | +0.6% | -17.9% | -17.3% |
| 3M | -7.8% | -9.8% | +2.0% | -7.6% |
| 6M | -16.8% | -22.1% | +5.4% | -16.4% |
| YTD | -24.7% | -8.1% | -16.6% | -24.7% |
| 1Y | -24.9% | -14.7% | -10.3% | -24.8% |
| 3Y | +29.1% | +28.6% | +0.5% | +26.6% |
| 5Y | -30.5% | +36.4% | -66.9% | -32.4% |
| 10Y | +16.7% | +120.8% | -104.1% | +10.7% |
| All | +16.7% | +124.0% | -107.3% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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