+28.2%
BABA vs KRE
+148.3%
-120.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | -4.8% | +1.3% | -6.1% | -5.1% |
| 30D | -11.9% | -2.7% | -9.2% | -11.2% |
| 3M | -9.3% | +8.2% | -17.5% | -11.6% |
| 6M | -14.2% | +12.8% | -27.1% | -17.7% |
| YTD | -22.0% | +17.5% | -39.5% | -26.2% |
| 1Y | -12.7% | +16.6% | -29.3% | -17.4% |
| 3Y | +26.7% | +79.5% | -52.8% | +1.3% |
| 5Y | -29.3% | +32.4% | -61.8% | -37.8% |
| 10Y | +21.2% | +124.1% | -102.9% | -16.5% |
| All | +28.2% | +148.3% | -120.1% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling