+3,838.7%
AMD vs KNX
+5,284.4%
-1,445.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.8% | +0.9% | +3.3% |
| 7D | +2.6% | +7.4% | -4.8% | 0.0% |
| 30D | -0.9% | +2.0% | -2.9% | -1.7% |
| 3M | -8.7% | -7.9% | -0.8% | -6.1% |
| 6M | +136.3% | +14.4% | +122.0% | +124.6% |
| YTD | +123.0% | +38.9% | +84.1% | +97.2% |
| 1Y | +195.2% | +65.9% | +129.3% | +144.2% |
| 3Y | +336.3% | +35.8% | +300.5% | +279.5% |
| 5Y | +334.5% | +43.3% | +291.1% | +272.3% |
| 10Y | +6,259.1% | +179.6% | +6,079.5% | +4,034.4% |
| All | +3,838.7% | +5,284.4% | -1,445.7% | +1,270.3% |
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