-39.8%
BABA vs KRE
+11.4%
-51.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -13.8% | +0.7% | -14.5% | -14.0% |
| 30D | -15.1% | +6.1% | -21.2% | -17.0% |
| 3M | -22.7% | -5.9% | -16.8% | -21.1% |
| 6M | -34.7% | +9.6% | -44.3% | -37.2% |
| YTD | -35.0% | +14.2% | -49.2% | -38.6% |
| 1Y | -40.4% | +22.5% | -62.9% | -45.3% |
| 3Y | +21.9% | +90.4% | -68.4% | -14.1% |
| All | -39.8% | +11.4% | -51.2% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling