+65.4%
KNX vs AMCR
+11.5%
+53.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.9% |
| 7D | +7.1% | -3.3% | +10.3% | +8.0% |
| 30D | +1.7% | -5.4% | +7.1% | +3.3% |
| 3M | -8.1% | +20.0% | -28.1% | -13.5% |
| 6M | +14.0% | 0.0% | +14.0% | +12.0% |
| YTD | +38.5% | +11.5% | +27.0% | +31.9% |
| 1Y | +65.4% | +11.4% | +54.0% | +60.2% |
| All | +65.4% | +11.5% | +53.9% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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