-29.9%
BABA vs KR
+38.2%
-68.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.6% |
| 7D | -0.2% | -1.3% | +1.1% | -0.2% |
| 30D | -12.3% | +1.5% | -13.8% | -12.2% |
| 3M | -5.3% | -8.5% | +3.2% | -5.3% |
| 6M | -13.1% | -21.9% | +8.8% | -13.3% |
| YTD | -22.4% | -6.9% | -15.6% | -22.7% |
| 1Y | -19.5% | -14.0% | -5.5% | -19.7% |
| 3Y | +32.9% | +30.3% | +2.6% | +30.0% |
| 5Y | -29.9% | +37.7% | -67.6% | -33.0% |
| All | -29.9% | +38.2% | -68.0% | -33.0% |
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