+4,304.6%
AMD vs KNX
+4,671.9%
-367.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.3% | -12.1% | -9.9% |
| 7D | +18.9% | +9.2% | +9.7% | +15.2% |
| 30D | -6.4% | +0.9% | -7.4% | -6.7% |
| 3M | +10.6% | -12.7% | +23.3% | +15.8% |
| 6M | +19.9% | +7.3% | +12.6% | +16.1% |
| YTD | +149.4% | +23.1% | +126.3% | +129.7% |
| 1Y | +115.4% | +47.1% | +68.3% | +85.8% |
| 3Y | +357.3% | +33.3% | +324.0% | +301.8% |
| 5Y | +261.1% | +12.1% | +249.0% | +236.4% |
| 10Y | +7,883.0% | +106.9% | +7,776.1% | +5,638.6% |
| All | +4,304.6% | +4,671.9% | -367.3% | +1,496.2% |
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 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