It's a factor of three for the large-matrix serial case on KNL -- the OpenBLAS issue on KNL -- whereas you might expect a factor of two by analogy with avx/avx2.
For avx512 (and maybe other x86_64, which is now dynamically dispatched) large BLAS, use BLIS. BLIS also provides a non-BLAS interface. For small matrix multiplication, use libxsmm, of course.
Remember that the world isn't all amd64/x86_64, in which case BLIS is infinitely faster than MKL, and it's probably faster even on Bulldozer/Zen. (I haven't compared on Bulldozer recently, and don't have Zen.)