+177.5%
KNX vs AMBA
-5.3%
+182.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +6.4% | -6.4% | +12.8% | +7.5% |
| 30D | +1.4% | -26.8% | +28.2% | +6.7% |
| 3M | -12.0% | -7.6% | -4.4% | -12.5% |
| 6M | +25.2% | +21.2% | +4.0% | +16.9% |
| YTD | +36.6% | -10.4% | +47.0% | +33.8% |
| 1Y | +67.6% | -24.4% | +92.0% | +67.2% |
| 3Y | +40.8% | +6.0% | +34.8% | +26.4% |
| 5Y | +43.3% | -53.9% | +97.2% | +37.2% |
| All | +177.5% | -5.3% | +182.8% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling