+38.7%
KNX vs AME
+89.9%
-51.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -3.8% |
| 7D | -5.6% | +1.7% | -7.3% | -6.8% |
| 30D | -4.4% | -6.4% | +2.0% | 0.0% |
| 3M | -17.3% | +7.1% | -24.4% | -21.4% |
| 6M | +22.6% | +8.2% | +14.5% | +15.5% |
| YTD | +31.1% | +18.2% | +13.0% | +16.6% |
| 1Y | +60.2% | +26.7% | +33.5% | +35.3% |
| 3Y | +35.8% | +60.7% | -24.9% | -3.8% |
| All | +38.7% | +89.9% | -51.1% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling