+95.5%
AMD vs KNX
+45.0%
+50.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -15.5% | +2.5% | -18.0% | -16.3% |
| 30D | -22.6% | -4.4% | -18.2% | -21.4% |
| 3M | -5.7% | -12.7% | +6.9% | -0.8% |
| 6M | +43.1% | +0.9% | +42.2% | +42.4% |
| YTD | +128.2% | +20.3% | +107.9% | +114.3% |
| 1Y | +95.5% | +40.9% | +54.5% | +77.7% |
| All | +95.5% | +45.0% | +50.5% | +77.7% |
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