+29.5%
KNX vs AMC
-58.9%
+88.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +1.0% |
| 7D | -1.1% | +5.5% | -6.6% | -1.3% |
| 30D | -3.7% | +16.1% | -19.8% | -4.3% |
| 3M | -9.3% | +43.0% | -52.3% | -10.7% |
| 6M | -2.5% | +130.7% | -133.2% | -6.9% |
| YTD | +19.8% | +121.8% | -102.0% | +14.2% |
| 1Y | +37.3% | +40.7% | -3.4% | +32.7% |
| 3Y | +29.5% | -56.8% | +86.3% | +41.3% |
| All | +29.5% | -58.9% | +88.4% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling