+160.2%
KNX vs AME
+445.1%
-284.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -3.6% |
| 7D | -5.6% | +1.7% | -7.3% | -6.7% |
| 30D | -4.4% | -6.4% | +2.0% | -0.5% |
| 3M | -17.3% | +7.1% | -24.4% | -21.0% |
| 6M | +22.6% | +8.2% | +14.5% | +16.3% |
| YTD | +31.1% | +18.2% | +13.0% | +18.0% |
| 1Y | +60.2% | +26.7% | +33.5% | +37.5% |
| 3Y | +35.8% | +60.7% | -24.9% | +0.1% |
| 5Y | +38.9% | +91.6% | -52.7% | -8.5% |
| All | +160.2% | +445.1% | -284.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling