+106.2%
AMT vs KNX
+166.7%
-60.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.4% | +3.0% |
| 7D | +1.1% | -5.6% | +6.7% | +2.0% |
| 30D | +4.4% | -4.4% | +8.8% | +4.9% |
| 3M | -5.2% | -17.3% | +12.2% | -2.7% |
| 6M | -0.8% | +22.6% | -23.5% | -4.6% |
| YTD | +3.3% | +31.1% | -27.9% | -1.9% |
| 1Y | -6.0% | +60.2% | -66.2% | -13.9% |
| 3Y | +9.6% | +35.8% | -26.2% | +1.3% |
| 5Y | -29.2% | +38.9% | -68.2% | -35.5% |
| All | +106.2% | +166.7% | -60.5% | +74.0% |
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