+63.4%
KNX vs AMRZ
-17.3%
+80.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.2% |
| 7D | +6.4% | -2.0% | +8.4% | +7.1% |
| 30D | +1.4% | -9.8% | +11.2% | +4.9% |
| 3M | -12.0% | -17.2% | +5.2% | -7.2% |
| 6M | +25.2% | -26.9% | +52.1% | +38.2% |
| YTD | +36.6% | -21.5% | +58.1% | +45.9% |
| 1Y | +67.6% | -22.9% | +90.5% | +77.7% |
| All | +63.4% | -17.3% | +80.7% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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