+4,850.9%
KNX vs AME
+11,319.5%
-6,468.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.4% | +2.8% | +3.6% | +5.1% |
| 30D | +1.4% | -6.3% | +7.7% | +4.3% |
| 3M | -12.0% | +5.4% | -17.4% | -14.1% |
| 6M | +25.2% | +7.4% | +17.7% | +21.2% |
| YTD | +36.6% | +16.2% | +20.4% | +28.1% |
| 1Y | +67.6% | +26.8% | +40.8% | +50.9% |
| 3Y | +40.8% | +57.5% | -16.7% | +15.4% |
| 5Y | +43.3% | +84.8% | -41.5% | +9.7% |
| 10Y | +170.1% | +424.3% | -254.2% | +34.0% |
| All | +4,850.9% | +11,319.5% | -6,468.6% | +1,136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling