+40.9%
KNX vs AMBA
-25.6%
+66.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | +2.5% | -8.1% | +10.5% | +2.9% |
| 30D | -4.4% | -10.8% | +6.3% | -3.9% |
| 3M | -12.7% | -25.9% | +13.2% | -11.2% |
| 6M | +0.9% | -13.9% | +14.8% | +0.1% |
| YTD | +20.3% | -14.0% | +34.3% | +17.2% |
| 1Y | +40.9% | -25.7% | +66.6% | +37.6% |
| All | +40.9% | -25.6% | +66.6% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling