-31.2%
AMT vs KNX
+41.5%
-72.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +2.0% | +1.0% | +1.0% | +1.8% |
| 3M | -9.3% | -12.6% | +3.4% | -7.8% |
| 6M | -5.2% | +21.1% | -26.3% | -8.7% |
| YTD | +0.5% | +33.2% | -32.7% | -5.0% |
| 1Y | -7.3% | +67.8% | -75.1% | -16.2% |
| 3Y | +6.2% | +37.3% | -31.1% | -2.3% |
| 5Y | -31.2% | +41.1% | -72.3% | -39.7% |
| All | -31.2% | +41.5% | -72.6% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling