+11.7%
BABA vs KNX
+105.1%
-93.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.8% |
| 7D | -13.8% | +9.2% | -23.0% | -15.8% |
| 30D | -15.1% | +0.9% | -16.0% | -15.5% |
| 3M | -22.7% | -12.7% | -10.0% | -20.4% |
| 6M | -34.7% | +7.3% | -42.0% | -37.2% |
| YTD | -35.0% | +23.1% | -58.1% | -40.3% |
| 1Y | -40.4% | +47.1% | -87.5% | -48.2% |
| 3Y | +21.9% | +33.3% | -11.3% | +6.0% |
| 5Y | -39.9% | +12.1% | -52.0% | -46.0% |
| All | +11.7% | +105.1% | -93.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 10y: compounded portfolio wealth divided by compounded KNX 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…
10y analysis · Full analysis span regression · 6 months rolling