-31.4%
BABA vs KNX
+41.5%
-72.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -15.1% | +1.0% | -16.1% | -15.7% |
| 3M | -5.0% | -12.6% | +7.6% | -1.8% |
| 6M | -19.9% | +21.1% | -41.0% | -26.3% |
| YTD | -25.3% | +33.2% | -58.5% | -33.9% |
| 1Y | -23.9% | +67.8% | -91.7% | -38.7% |
| 3Y | +28.1% | +37.3% | -9.2% | +6.9% |
| 5Y | -31.4% | +41.1% | -72.5% | -42.5% |
| All | -31.4% | +41.5% | -72.8% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling