+28.2%
BABA vs KNX
+195.4%
-167.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.3% |
| 7D | -4.8% | +7.4% | -12.1% | -6.6% |
| 30D | -11.9% | +2.0% | -13.9% | -12.6% |
| 3M | -9.3% | -7.9% | -1.4% | -7.9% |
| 6M | -14.2% | +14.4% | -28.6% | -18.6% |
| YTD | -22.0% | +38.9% | -60.9% | -30.2% |
| 1Y | -12.7% | +65.9% | -78.6% | -26.2% |
| 3Y | +26.7% | +35.8% | -9.2% | +10.5% |
| 5Y | -29.3% | +43.3% | -72.7% | -39.8% |
| 10Y | +21.2% | +179.6% | -158.4% | -18.0% |
| All | +28.2% | +195.4% | -167.3% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling