+62.3%
KNX vs AMBA
-17.3%
+79.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.4% | -11.2% | -3.4% |
| 7D | +2.3% | +2.5% | -0.1% | +2.1% |
| 30D | +0.5% | -16.1% | +16.6% | +1.8% |
| 3M | -14.1% | +4.6% | -18.8% | -15.1% |
| 6M | +19.8% | +29.2% | -9.4% | +13.6% |
| YTD | +32.7% | -2.9% | +35.6% | +28.7% |
| 1Y | +62.3% | -18.7% | +81.0% | +59.2% |
| All | +62.3% | -17.3% | +79.6% | +59.2% |
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