+11.7%
BABA vs KRE
+86.0%
-74.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -6.9% |
| 7D | -12.7% | +0.3% | -13.0% | -12.8% |
| 30D | -14.9% | +5.0% | -19.9% | -16.1% |
| 3M | -24.6% | -5.7% | -18.9% | -23.4% |
| 6M | -29.3% | +7.5% | -36.9% | -31.1% |
| YTD | -35.0% | +13.8% | -48.9% | -37.8% |
| 1Y | -39.7% | +20.7% | -60.4% | -43.3% |
| 3Y | +21.2% | +90.1% | -68.9% | -3.9% |
| 5Y | -39.9% | +11.5% | -51.4% | -44.4% |
| All | +11.7% | +86.0% | -74.3% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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