+237.0%
KO vs BABA
+16.4%
+220.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.7% |
| 7D | +1.8% | -3.6% | +5.4% | +2.0% |
| 30D | +8.7% | -8.4% | +17.0% | +9.1% |
| 3M | +13.5% | -20.6% | +34.1% | +14.8% |
| 6M | +25.6% | -25.4% | +51.0% | +27.3% |
| YTD | +42.3% | -30.1% | +72.4% | +44.4% |
| 1Y | +39.9% | -36.3% | +76.2% | +42.6% |
| 3Y | +87.5% | +30.4% | +57.2% | +80.8% |
| 5Y | +99.1% | -35.7% | +134.8% | +99.2% |
| 10Y | +224.2% | +16.0% | +208.2% | +200.3% |
| All | +237.0% | +16.4% | +220.6% | +215.1% |
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 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