+74.8%
ENTG vs KNX
+67.7%
+7.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.7% | +4.3% |
| 7D | +2.8% | +7.1% | -4.2% | -0.8% |
| 30D | -4.7% | +1.7% | -6.3% | -5.2% |
| 3M | -0.7% | -8.1% | +7.4% | +3.4% |
| 6M | +7.7% | +14.0% | -6.3% | +1.4% |
| YTD | +65.1% | +38.5% | +26.6% | +40.2% |
| 1Y | +74.8% | +65.4% | +9.4% | +35.6% |
| All | +74.8% | +67.7% | +7.1% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling