+195.2%
AMD vs KNX
+67.7%
+127.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +2.9% |
| 7D | +2.6% | +7.1% | -4.5% | -0.9% |
| 30D | -0.9% | +1.7% | -2.6% | -1.9% |
| 3M | -8.7% | -8.1% | -0.6% | -5.1% |
| 6M | +136.3% | +14.0% | +122.3% | +119.3% |
| YTD | +123.0% | +38.5% | +84.5% | +88.6% |
| 1Y | +195.2% | +65.4% | +129.8% | +113.0% |
| All | +195.2% | +67.7% | +127.5% | +113.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling