+32.7%
KO vs BABA
-24.1%
+56.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -1.0% |
| 7D | -0.8% | -2.2% | +1.4% | -0.9% |
| 30D | +0.8% | -17.3% | +18.1% | 0.0% |
| 3M | +8.3% | -7.8% | +16.1% | +8.3% |
| 6M | +14.0% | -16.8% | +30.8% | +13.5% |
| YTD | +26.9% | -24.7% | +51.6% | +25.1% |
| 1Y | +32.7% | -24.9% | +57.6% | +29.1% |
| All | +32.7% | -24.1% | +56.7% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 1y: compounded portfolio wealth divided by compounded BABA 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…
1y analysis · Full analysis span regression · 6 months rolling