+60.2%
KNX vs AMDL
+476.7%
-416.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -1.9% |
| 7D | -5.6% | +15.9% | -21.5% | -6.8% |
| 30D | -4.4% | +10.5% | -14.9% | -5.4% |
| 3M | -17.3% | -4.7% | -12.6% | -18.5% |
| 6M | +22.6% | +355.2% | -332.5% | +3.3% |
| YTD | +31.1% | +270.9% | -239.7% | +10.5% |
| 1Y | +60.2% | +499.5% | -439.3% | +22.6% |
| All | +60.2% | +476.7% | -416.5% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling