+32.9%
BABA vs KR
+37.0%
-4.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.7% |
| 7D | -0.2% | -1.3% | +1.1% | -0.3% |
| 30D | -12.3% | +1.5% | -13.8% | -12.1% |
| 3M | -5.3% | -8.5% | +3.2% | -5.8% |
| 6M | -13.1% | -21.9% | +8.8% | -14.7% |
| YTD | -22.4% | -6.9% | -15.6% | -23.0% |
| 1Y | -19.5% | -14.0% | -5.5% | -20.4% |
| 3Y | +32.9% | +30.3% | +2.6% | +28.7% |
| All | +32.9% | +37.0% | -4.1% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling