+39.9%
KO vs BABA
-37.8%
+77.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.7% |
| 7D | +1.8% | -3.6% | +5.4% | +1.8% |
| 30D | +8.7% | -8.4% | +17.0% | +8.6% |
| 3M | +13.5% | -20.6% | +34.1% | +13.1% |
| 6M | +25.6% | -25.4% | +51.0% | +25.8% |
| YTD | +42.3% | -30.1% | +72.4% | +40.4% |
| 1Y | +39.9% | -36.3% | +76.2% | +37.3% |
| All | +39.9% | -37.8% | +77.6% | +37.3% |
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