+16.7%
BABA vs KWEB
-22.5%
+39.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -0.8% |
| 7D | -2.2% | -3.6% | +1.4% | +1.1% |
| 30D | -17.3% | -14.9% | -2.4% | -4.2% |
| 3M | -7.8% | -5.4% | -2.3% | -2.7% |
| 6M | -16.8% | -18.9% | +2.1% | +1.4% |
| YTD | -24.7% | -27.2% | +2.5% | +1.7% |
| 1Y | -24.9% | -34.2% | +9.3% | +11.9% |
| 3Y | +29.1% | +0.6% | +28.5% | +32.3% |
| 5Y | -30.5% | -43.5% | +13.0% | +15.3% |
| 10Y | +16.7% | -20.6% | +37.3% | +29.1% |
| All | +16.7% | -22.5% | +39.2% | +29.1% |
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