+37.9%
KNX vs AME
+54.6%
-16.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +1.0% | -8.6% | +9.6% | +7.2% |
| 3M | -12.6% | +5.8% | -18.4% | -16.1% |
| 6M | +21.1% | +3.8% | +17.3% | +17.5% |
| YTD | +33.2% | +14.4% | +18.8% | +21.8% |
| 1Y | +67.8% | +25.8% | +42.0% | +44.0% |
| All | +37.9% | +54.6% | -16.7% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling