+1,310.4%
AMT vs KNX
+2,430.2%
-1,119.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -0.2% | +6.4% | -6.6% | -1.5% |
| 30D | +1.8% | +1.4% | +0.5% | +1.4% |
| 3M | -6.2% | -12.0% | +5.9% | -3.9% |
| 6M | -5.0% | +25.2% | -30.1% | -10.6% |
| YTD | +2.1% | +36.6% | -34.5% | -6.2% |
| 1Y | -5.7% | +67.6% | -73.3% | -17.8% |
| 3Y | +7.9% | +40.8% | -32.9% | -4.7% |
| 5Y | -32.3% | +43.3% | -75.7% | -41.3% |
| 10Y | +95.0% | +170.1% | -75.1% | +36.3% |
| All | +1,310.4% | +2,430.2% | -1,119.8% | +460.2% |
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