+234.7%
KO vs BABA
+17.8%
+217.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +2.2% | +2.4% | -0.1% | +2.1% |
| 30D | +10.1% | -7.8% | +17.8% | +10.5% |
| 3M | +12.2% | -22.4% | +34.6% | +13.6% |
| 6M | +25.1% | -26.0% | +51.1% | +26.9% |
| YTD | +41.3% | -29.3% | +70.6% | +43.3% |
| 1Y | +41.1% | -37.5% | +78.6% | +44.0% |
| 3Y | +86.3% | +31.9% | +54.4% | +79.5% |
| 5Y | +97.8% | -33.4% | +131.2% | +97.4% |
| 10Y | +222.7% | +15.7% | +207.0% | +199.2% |
| All | +234.7% | +17.8% | +217.0% | +212.8% |
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