+65.7%
ENTG vs KNX
+45.0%
+20.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.1% |
| 7D | -10.3% | +2.5% | -12.8% | -11.4% |
| 30D | -14.4% | -4.4% | -9.9% | -12.6% |
| 3M | -1.1% | -12.7% | +11.6% | +6.2% |
| 6M | +3.0% | +0.9% | +2.1% | +4.4% |
| YTD | +70.1% | +20.3% | +49.8% | +49.0% |
| 1Y | +65.7% | +40.9% | +24.8% | +22.9% |
| All | +65.7% | +45.0% | +20.8% | +22.9% |
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