-29.9%
BABA vs KWEB
-44.1%
+14.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +2.0% |
| 7D | -0.2% | -1.3% | +1.1% | +1.0% |
| 30D | -12.3% | -11.5% | -0.8% | -1.4% |
| 3M | -5.3% | -2.9% | -2.4% | -2.4% |
| 6M | -13.1% | -14.6% | +1.6% | +1.7% |
| YTD | -22.4% | -25.5% | +3.1% | +3.7% |
| 1Y | -19.5% | -31.1% | +11.6% | +16.9% |
| 3Y | +32.9% | +3.0% | +30.0% | +32.8% |
| 5Y | -29.9% | -42.6% | +12.7% | +17.4% |
| All | -29.9% | -44.1% | +14.2% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling