-79.7%
AMIX vs KNX
+67.7%
-147.4%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -6.3% |
| 7D | -13.7% | +7.1% | -20.8% | -21.5% |
| 30D | -62.1% | +1.7% | -63.7% | -64.1% |
| 3M | -46.2% | -8.1% | -38.0% | -47.9% |
| 6M | -46.4% | +14.0% | -60.5% | -47.4% |
| YTD | -60.3% | +38.5% | -98.8% | -59.2% |
| 1Y | -79.7% | +65.4% | -145.1% | -77.9% |
| All | -79.7% | +67.7% | -147.4% | -77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling