+400.6%
KNX vs AMCR
+96.6%
+303.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -0.5% | -5.0% | +4.5% | +1.0% |
| 30D | +1.0% | -8.0% | +9.0% | +3.4% |
| 3M | -12.6% | +14.3% | -26.9% | -16.3% |
| 6M | +21.1% | +5.3% | +15.8% | +18.5% |
| YTD | +33.2% | +7.7% | +25.5% | +29.1% |
| 1Y | +67.8% | +10.8% | +56.9% | +61.0% |
| 3Y | +37.3% | +9.6% | +27.7% | +31.6% |
| 5Y | +41.1% | -10.2% | +51.3% | +42.4% |
| 10Y | +170.6% | +16.5% | +154.1% | +151.8% |
| All | +400.6% | +96.6% | +303.9% | +357.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling