-99.8%
AMIX vs KNX
+25.3%
-125.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.3% |
| 7D | -6.3% | -0.5% | -5.8% | -6.2% |
| 30D | -51.9% | +1.0% | -52.9% | -52.9% |
| 3M | -44.9% | -12.6% | -32.3% | -44.5% |
| 6M | -47.9% | +21.1% | -69.0% | -46.8% |
| YTD | -62.0% | +33.2% | -95.2% | -60.8% |
| 1Y | -82.0% | +67.8% | -149.8% | -81.0% |
| All | -99.8% | +25.3% | -125.1% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling