+319.0%
AMKR vs KNX
+2,040.5%
-1,721.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +6.0% | +5.1% |
| 7D | +8.3% | -5.6% | +13.9% | +10.7% |
| 30D | -6.8% | -4.4% | -2.4% | -5.0% |
| 3M | -31.9% | -17.3% | -14.6% | -26.4% |
| 6M | +18.4% | +22.6% | -4.3% | +8.7% |
| YTD | +31.7% | +31.1% | +0.5% | +17.3% |
| 1Y | +105.2% | +60.2% | +45.0% | +67.8% |
| 3Y | +147.7% | +35.8% | +112.0% | +112.4% |
| 5Y | +99.4% | +38.9% | +60.4% | +68.4% |
| 10Y | +539.7% | +166.5% | +373.2% | +297.5% |
| All | +319.0% | +2,040.5% | -1,721.5% | +40.5% |
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