+32.9%
BABA vs KNX
+39.7%
-6.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -0.2% | +6.4% | -6.6% | -1.2% |
| 30D | -12.3% | +1.4% | -13.7% | -12.6% |
| 3M | -5.3% | -12.0% | +6.7% | -3.3% |
| 6M | -13.1% | +25.2% | -38.2% | -17.9% |
| YTD | -22.4% | +36.6% | -59.0% | -28.3% |
| 1Y | -19.5% | +67.6% | -87.1% | -29.3% |
| 3Y | +32.9% | +40.8% | -7.9% | +20.1% |
| All | +32.9% | +39.7% | -6.8% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling