+160.2%
KNX vs BIDU
-48.7%
+208.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -5.6% | -8.1% | +2.5% | -4.4% |
| 30D | -4.4% | -12.8% | +8.4% | -2.6% |
| 3M | -17.3% | -21.3% | +4.0% | -14.6% |
| 6M | +22.6% | -27.0% | +49.6% | +27.3% |
| YTD | +31.1% | -30.0% | +61.2% | +36.4% |
| 1Y | +60.2% | -18.3% | +78.5% | +61.4% |
| 3Y | +35.8% | -33.8% | +69.6% | +38.4% |
| 5Y | +38.9% | -44.3% | +83.2% | +38.4% |
| All | +160.2% | -48.7% | +208.9% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling