+782.9%
ENTG vs KNX
+166.7%
+616.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +3.0% |
| 7D | +1.2% | -5.6% | +6.8% | +4.1% |
| 30D | -12.9% | -4.4% | -8.4% | -10.7% |
| 3M | -3.1% | -17.3% | +14.3% | +7.0% |
| 6M | +21.0% | +22.6% | -1.6% | +8.0% |
| YTD | +67.0% | +31.1% | +35.9% | +43.5% |
| 1Y | +68.6% | +60.2% | +8.4% | +29.8% |
| 3Y | +48.6% | +35.8% | +12.9% | +22.1% |
| 5Y | +18.6% | +38.9% | -20.3% | -2.9% |
| All | +782.9% | +166.7% | +616.2% | +417.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling