+15.8%
BABA vs KRE
+110.3%
-94.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.2% |
| 7D | +3.8% | -0.4% | +4.2% | +3.9% |
| 30D | -5.4% | +6.4% | -11.8% | -7.1% |
| 3M | -17.9% | -3.1% | -14.9% | -17.3% |
| 6M | -24.1% | +6.4% | -30.4% | -25.7% |
| YTD | -27.4% | +15.3% | -42.8% | -30.8% |
| 1Y | -36.1% | +23.3% | -59.3% | -40.2% |
| 3Y | +35.4% | +93.6% | -58.3% | +7.1% |
| 5Y | -30.1% | +13.2% | -43.3% | -35.6% |
| 10Y | +15.8% | +103.1% | -87.3% | +10.5% |
| All | +15.8% | +110.3% | -94.5% | +10.5% |
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