+40.8%
KNX vs AMC
-67.8%
+108.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.5% |
| 7D | +6.4% | -0.8% | +7.2% | +6.4% |
| 30D | +1.4% | -1.2% | +2.5% | +1.4% |
| 3M | -12.0% | +42.2% | -54.3% | -14.0% |
| 6M | +25.2% | +118.8% | -93.6% | +19.4% |
| YTD | +36.6% | +64.1% | -27.5% | +31.7% |
| 1Y | +67.6% | -9.5% | +77.1% | +64.9% |
| 3Y | +40.8% | -64.3% | +105.2% | +41.5% |
| All | +40.8% | -67.8% | +108.7% | +41.5% |
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