+81.6%
KO vs BABA
-31.3%
+112.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +1.5% | -12.3% | +13.8% | +1.8% |
| 3M | +11.8% | -5.3% | +17.1% | +11.9% |
| 6M | +16.2% | -13.1% | +29.3% | +16.5% |
| YTD | +28.1% | -22.4% | +50.5% | +28.6% |
| 1Y | +34.8% | -19.5% | +54.2% | +34.9% |
| 3Y | +65.5% | +32.9% | +32.5% | +62.4% |
| 5Y | +81.6% | -29.9% | +111.4% | +77.1% |
| All | +81.6% | -31.3% | +112.9% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling