+278.7%
AMD vs KNX
+11.7%
+266.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.9% | +7.1% |
| 7D | +13.1% | 0.0% | +13.1% | +13.7% |
| 30D | -7.0% | -3.3% | -3.7% | -5.0% |
| 3M | +16.6% | -8.7% | +25.3% | +22.2% |
| 6M | +20.5% | +1.3% | +19.2% | +18.0% |
| YTD | +158.2% | +20.4% | +137.8% | +127.3% |
| 1Y | +132.8% | +42.4% | +90.3% | +84.8% |
| 3Y | +366.2% | +30.1% | +336.2% | +267.7% |
| 5Y | +278.7% | +11.7% | +267.0% | +216.8% |
| All | +278.7% | +11.7% | +266.9% | +216.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling