-8.6%
KNX vs AMBA
-23.1%
+14.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -2.0% |
| 7D | -3.9% | -7.2% | +3.4% | -3.6% |
| 30D | -8.2% | -10.4% | +2.2% | -7.9% |
| 3M | -15.4% | -30.1% | +14.7% | -14.3% |
| 6M | -8.6% | -22.4% | +13.8% | -8.2% |
| All | -8.6% | -23.1% | +14.4% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling