+65.4%
KNX vs BIDU
+1.5%
+63.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +3.2% |
| 7D | +7.1% | +2.4% | +4.6% | +6.9% |
| 30D | +1.7% | -10.5% | +12.1% | +2.3% |
| 3M | -8.1% | -26.2% | +18.1% | -6.7% |
| 6M | +14.0% | -16.4% | +30.4% | +13.7% |
| YTD | +38.5% | -23.9% | +62.4% | +38.3% |
| 1Y | +65.4% | +1.3% | +64.1% | +65.1% |
| All | +65.4% | +1.5% | +63.9% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 1y: compounded portfolio wealth divided by compounded BIDU 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…
1y analysis · Full analysis span regression · 6 months rolling