+35.6%
KNX vs AMDL
+115.6%
-79.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +1.0% |
| 7D | -0.5% | +20.7% | -21.2% | -2.4% |
| 30D | +1.0% | +9.4% | -8.4% | -0.2% |
| 3M | -12.6% | +5.6% | -18.3% | -15.2% |
| 6M | +21.1% | +340.3% | -319.2% | -0.9% |
| YTD | +33.2% | +253.6% | -220.4% | +9.4% |
| 1Y | +67.8% | +443.4% | -375.6% | +28.0% |
| All | +35.6% | +115.6% | -79.9% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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