+21.9%
BABA vs KWEB
-5.9%
+27.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -13.8% | -7.8% | -5.9% | -6.0% |
| 30D | -15.1% | -6.4% | -8.7% | -8.8% |
| 3M | -22.7% | -14.6% | -8.1% | -8.8% |
| 6M | -34.7% | -25.0% | -9.6% | -11.8% |
| YTD | -35.0% | -32.7% | -2.4% | -1.5% |
| 1Y | -40.4% | -37.3% | -3.1% | -2.9% |
| 3Y | +21.9% | -5.9% | +27.8% | +39.7% |
| All | +21.9% | -5.9% | +27.8% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling