+11.7%
BABA vs KWEB
-21.5%
+33.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -13.8% | -7.8% | -5.9% | -6.9% |
| 30D | -15.1% | -6.4% | -8.7% | -9.5% |
| 3M | -22.7% | -14.6% | -8.1% | -10.4% |
| 6M | -34.7% | -25.0% | -9.6% | -14.4% |
| YTD | -35.0% | -32.7% | -2.4% | -5.4% |
| 1Y | -40.4% | -37.3% | -3.1% | -7.3% |
| 3Y | +21.9% | -5.9% | +27.8% | +33.7% |
| 5Y | -39.9% | -47.1% | +7.2% | +6.8% |
| All | +11.7% | -21.5% | +33.3% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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