+4,460.0%
AMD vs KNX
+4,566.4%
-106.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.9% | +7.2% |
| 7D | +13.1% | 0.0% | +13.1% | +13.5% |
| 30D | -7.0% | -3.3% | -3.7% | -5.6% |
| 3M | +16.6% | -8.7% | +25.3% | +20.3% |
| 6M | +20.5% | +1.3% | +19.2% | +19.4% |
| YTD | +158.2% | +20.4% | +137.8% | +140.1% |
| 1Y | +132.8% | +42.4% | +90.3% | +103.5% |
| 3Y | +366.2% | +30.1% | +336.2% | +313.9% |
| 5Y | +278.7% | +11.7% | +267.0% | +254.1% |
| 10Y | +8,164.6% | +102.3% | +8,062.3% | +5,898.4% |
| All | +4,460.0% | +4,566.4% | -106.4% | +1,568.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling