+390.9%
AMD vs KNX
+38.8%
+352.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.8% | +5.9% | +4.6% |
| 7D | +14.0% | +2.3% | +11.7% | +12.4% |
| 30D | +11.0% | +0.5% | +10.5% | +10.4% |
| 3M | +9.6% | -14.1% | +23.7% | +18.7% |
| 6M | +157.1% | +19.8% | +137.3% | +129.9% |
| YTD | +143.3% | +32.7% | +110.6% | +103.6% |
| 1Y | +234.4% | +62.3% | +172.1% | +146.3% |
| 3Y | +391.2% | +36.8% | +354.3% | +279.6% |
| 5Y | +390.9% | +41.8% | +349.1% | +273.5% |
| All | +390.9% | +38.8% | +352.1% | +273.5% |
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