+115.4%
AMD vs KNX
+45.3%
+70.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.3% | -12.1% | -10.2% |
| 7D | +18.9% | +9.2% | +9.7% | +14.2% |
| 30D | -6.4% | +0.9% | -7.4% | -6.9% |
| 3M | +10.6% | -12.7% | +23.3% | +16.6% |
| 6M | +19.9% | +7.3% | +12.6% | +15.9% |
| YTD | +149.4% | +23.1% | +126.3% | +133.6% |
| 1Y | +115.4% | +47.1% | +68.3% | +98.8% |
| All | +115.4% | +45.3% | +70.0% | +98.8% |
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