+1,879.6%
AEM vs KNX
+5,063.1%
-3,183.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.3% | -2.9% |
| 7D | -5.0% | -0.5% | -4.6% | -5.0% |
| 30D | +8.5% | +1.0% | +7.4% | +8.3% |
| 3M | +29.3% | -12.6% | +41.9% | +30.4% |
| 6M | -12.9% | +21.1% | -34.0% | -14.3% |
| YTD | +16.8% | +33.2% | -16.4% | +14.1% |
| 1Y | +29.8% | +67.8% | -37.9% | +24.7% |
| 3Y | +336.7% | +37.3% | +299.4% | +322.0% |
| 5Y | +299.9% | +41.1% | +258.9% | +283.6% |
| 10Y | +362.2% | +170.6% | +191.6% | +313.6% |
| All | +1,879.6% | +5,063.1% | -3,183.4% | +1,293.4% |
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