-30.1%
BABA vs KR
+81.3%
-111.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.7% |
| 7D | +3.8% | -0.5% | +4.3% | +3.8% |
| 30D | -5.4% | +10.3% | -15.7% | -5.1% |
| 3M | -17.9% | +20.7% | -38.6% | -17.5% |
| 6M | -24.1% | +4.9% | -28.9% | -23.8% |
| YTD | -27.4% | +10.7% | -38.2% | -27.4% |
| 1Y | -36.1% | +7.2% | -43.2% | -36.0% |
| 3Y | +35.4% | +65.7% | -30.3% | +33.1% |
| 5Y | -30.1% | +80.8% | -110.9% | -34.0% |
| All | -30.1% | +81.3% | -111.4% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling