-99.8%
AMIX vs KNX
+28.5%
-128.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.8% |
| 7D | -3.4% | +6.4% | -9.8% | -7.1% |
| 30D | -54.4% | +1.4% | -55.8% | -55.3% |
| 3M | -45.7% | -12.0% | -33.7% | -46.2% |
| 6M | -49.2% | +25.2% | -74.3% | -48.8% |
| YTD | -60.3% | +36.6% | -96.9% | -59.6% |
| 1Y | -81.4% | +67.6% | -149.0% | -80.7% |
| All | -99.8% | +28.5% | -128.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling