+16.7%
BABA vs KRE
+119.6%
-102.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.6% |
| 7D | -2.2% | -1.1% | -1.1% | -1.8% |
| 30D | -17.3% | -3.4% | -13.9% | -16.5% |
| 3M | -7.8% | +3.7% | -11.5% | -8.9% |
| 6M | -16.8% | +14.8% | -31.5% | -20.3% |
| YTD | -24.7% | +14.7% | -39.3% | -27.9% |
| 1Y | -24.9% | +16.0% | -41.0% | -28.6% |
| 3Y | +29.1% | +84.3% | -55.2% | +3.7% |
| 5Y | -30.5% | +30.9% | -61.4% | -38.1% |
| 10Y | +16.7% | +122.0% | -105.3% | -8.5% |
| All | +16.7% | +119.6% | -102.9% | -8.5% |
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