+203.4%
KO vs BABA
+29.1%
+174.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +1.5% | -12.3% | +13.8% | +2.2% |
| 3M | +11.8% | -5.3% | +17.1% | +12.0% |
| 6M | +16.2% | -13.1% | +29.3% | +16.8% |
| YTD | +28.1% | -22.4% | +50.5% | +29.4% |
| 1Y | +34.8% | -19.5% | +54.2% | +35.4% |
| 3Y | +65.5% | +32.9% | +32.5% | +59.6% |
| 5Y | +81.6% | -29.9% | +111.4% | +80.9% |
| 10Y | +176.7% | +16.7% | +160.0% | +157.3% |
| All | +203.4% | +29.1% | +174.2% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling