+498.1%
KNX vs AMP
+2,095.9%
-1,597.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -0.5% | -2.0% | +1.6% | +0.3% |
| 30D | +1.0% | -1.7% | +2.7% | +1.7% |
| 3M | -12.6% | +23.2% | -35.9% | -19.8% |
| 6M | +21.1% | +22.2% | -1.1% | +11.3% |
| YTD | +33.2% | +14.0% | +19.2% | +25.4% |
| 1Y | +67.8% | +14.0% | +53.8% | +57.7% |
| 3Y | +37.3% | +67.0% | -29.7% | +11.5% |
| 5Y | +41.1% | +123.2% | -82.1% | +1.5% |
| 10Y | +170.6% | +578.5% | -407.9% | +19.5% |
| All | +498.1% | +2,095.9% | -1,597.7% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling