-28.3%
BABA vs KRE
+10.5%
-38.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +11.6% | +0.3% | +11.4% | +11.5% |
| 30D | +2.3% | +4.8% | -2.5% | +0.5% |
| 3M | -13.7% | -5.1% | -8.6% | -12.2% |
| 6M | -21.9% | +3.3% | -25.2% | -23.2% |
| YTD | -24.6% | +13.3% | -38.0% | -28.6% |
| 1Y | -34.1% | +22.9% | -57.0% | -39.6% |
| 3Y | +36.3% | +82.1% | -45.8% | -1.8% |
| All | -28.3% | +10.5% | -38.7% | -27.9% |
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