-29.3%
BABA vs KWEB
-22.2%
-7.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.2% | -3.8% | -3.2% |
| 7D | -12.7% | -7.5% | -5.2% | -4.0% |
| 30D | -14.9% | -7.3% | -7.6% | -6.6% |
| 3M | -24.6% | -16.8% | -7.8% | -6.5% |
| 6M | -29.3% | -21.4% | -7.9% | -7.7% |
| All | -29.3% | -22.2% | -7.1% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling