+486.1%
KNX vs BIDU
+1,272.6%
-786.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -0.5% | -5.2% | +4.7% | +0.4% |
| 30D | +1.0% | -14.5% | +15.5% | +3.6% |
| 3M | -12.6% | -22.9% | +10.2% | -9.0% |
| 6M | +21.1% | -27.8% | +48.9% | +26.7% |
| YTD | +33.2% | -30.7% | +63.9% | +39.5% |
| 1Y | +67.8% | -15.8% | +83.6% | +68.6% |
| 3Y | +37.3% | -33.2% | +70.5% | +40.3% |
| 5Y | +41.1% | -44.8% | +85.9% | +41.1% |
| 10Y | +170.6% | -50.3% | +220.9% | +156.4% |
| All | +486.1% | +1,272.6% | -786.4% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling