+6.8%
BABA vs KNX
+161.8%
-155.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -37.1% |
| YTD | -35.0% | +23.1% | -58.1% | -40.2% |
| 1Y | -40.4% | +47.1% | -87.5% | -48.0% |
| 3Y | +21.9% | +33.3% | -11.3% | +6.6% |
| 5Y | -39.9% | +12.1% | -52.0% | -45.7% |
| 10Y | +7.9% | +106.9% | -99.0% | -21.4% |
| All | +6.8% | +161.8% | -155.0% | -30.2% |
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