+6.3%
KNX vs AMBA
-70.4%
+76.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -2.8% |
| 7D | -3.9% | -7.2% | +3.4% | -2.8% |
| 30D | -8.2% | -10.4% | +2.2% | -6.8% |
| 3M | -15.4% | -30.1% | +14.7% | -10.9% |
| 6M | -8.6% | -22.4% | +13.8% | -8.0% |
| YTD | +12.7% | -17.3% | +30.1% | +10.9% |
| 1Y | +33.4% | -35.4% | +68.7% | +36.5% |
| 3Y | +19.6% | +18.6% | +1.0% | +3.1% |
| All | +6.3% | -70.4% | +76.8% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling