+160.2%
KNX vs AMCR
+14.6%
+145.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -0.9% |
| 7D | -5.6% | -6.3% | +0.7% | -3.2% |
| 30D | -4.4% | -7.8% | +3.4% | -1.5% |
| 3M | -17.3% | +7.5% | -24.9% | -19.9% |
| 6M | +22.6% | +2.7% | +19.9% | +20.4% |
| YTD | +31.1% | +6.0% | +25.1% | +26.4% |
| 1Y | +60.2% | +7.8% | +52.4% | +53.2% |
| 3Y | +35.8% | +5.8% | +30.0% | +29.4% |
| 5Y | +38.9% | -11.6% | +50.5% | +41.2% |
| All | +160.2% | +14.6% | +145.6% | +135.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling