+16.0%
BABA vs KR
+159.4%
-143.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | -3.6% | +0.8% | -4.3% | -3.6% |
| 30D | -8.4% | +11.1% | -19.4% | -8.6% |
| 3M | -20.6% | +24.4% | -45.0% | -21.0% |
| 6M | -25.4% | +8.5% | -33.9% | -25.5% |
| YTD | -30.1% | +13.1% | -43.2% | -30.5% |
| 1Y | -36.3% | +9.3% | -45.6% | -36.6% |
| 3Y | +30.4% | +69.3% | -38.9% | +26.4% |
| 5Y | -35.7% | +83.2% | -119.0% | -38.4% |
| 10Y | +16.0% | +154.6% | -138.6% | +1.7% |
| All | +16.0% | +159.4% | -143.4% | +1.7% |
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