+39.1%
KNX vs AMDL
+117.8%
-78.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.3% | -2.8% |
| 7D | +6.4% | +19.9% | -13.6% | +4.5% |
| 30D | +1.4% | +6.3% | -4.9% | +0.5% |
| 3M | -12.0% | -9.9% | -2.1% | -13.3% |
| 6M | +25.2% | +394.3% | -369.2% | +1.3% |
| YTD | +36.6% | +257.3% | -220.7% | +12.1% |
| 1Y | +67.6% | +508.5% | -441.0% | +26.3% |
| All | +39.1% | +117.8% | -78.7% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling