+35.8%
KNX vs AMP
+66.7%
-30.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.9% |
| 7D | -5.6% | -0.5% | -5.1% | -5.3% |
| 30D | -4.4% | -1.3% | -3.1% | -3.8% |
| 3M | -17.3% | +24.2% | -41.5% | -26.7% |
| 6M | +22.6% | +24.6% | -1.9% | +7.9% |
| YTD | +31.1% | +14.8% | +16.3% | +20.1% |
| 1Y | +60.2% | +12.8% | +47.4% | +47.9% |
| 3Y | +35.8% | +69.0% | -33.2% | -1.4% |
| All | +35.8% | +66.7% | -30.9% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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