+7,631.8%
AMGN vs KNX
+4,983.8%
+2,648.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -13.7% | -5.6% | -8.1% | -12.9% |
| 30D | -8.8% | -4.4% | -4.4% | -8.2% |
| 3M | +7.2% | -17.3% | +24.5% | +10.2% |
| 6M | +1.3% | +22.6% | -21.4% | -2.5% |
| YTD | +17.6% | +31.1% | -13.5% | +11.8% |
| 1Y | +37.2% | +60.2% | -23.0% | +25.8% |
| 3Y | +57.7% | +35.8% | +22.0% | +46.5% |
| 5Y | +106.3% | +38.9% | +67.3% | +88.1% |
| 10Y | +205.3% | +166.5% | +38.8% | +142.5% |
| All | +7,631.8% | +4,983.8% | +2,648.0% | +4,502.1% |
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