+376.7%
AMD vs KNX
+39.7%
+337.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.6% | +6.7% |
| 7D | +10.0% | +6.4% | +3.6% | +6.8% |
| 30D | +4.6% | +1.4% | +3.2% | +3.8% |
| 3M | +3.1% | -12.0% | +15.2% | +9.1% |
| 6M | +162.8% | +25.2% | +137.7% | +136.0% |
| YTD | +136.2% | +36.6% | +99.6% | +102.8% |
| 1Y | +234.0% | +67.6% | +166.4% | +159.2% |
| 3Y | +376.7% | +40.8% | +335.9% | +309.2% |
| All | +376.7% | +39.7% | +337.0% | +309.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling