+40.9%
KNX vs AME
+21.1%
+19.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +2.3% |
| 7D | +2.5% | -4.4% | +6.9% | +5.3% |
| 30D | -4.4% | -5.9% | +1.5% | -0.8% |
| 3M | -12.7% | -6.5% | -6.1% | -8.9% |
| 6M | +0.9% | +3.2% | -2.3% | -3.3% |
| YTD | +20.3% | +16.0% | +4.3% | +2.3% |
| 1Y | +40.9% | +20.4% | +20.5% | +14.6% |
| All | +40.9% | +21.1% | +19.9% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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