+1,184.7%
ENTG vs KNX
+2,947.0%
-1,762.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.3% | -4.1% |
| 7D | +5.1% | -0.5% | +5.6% | +5.4% |
| 30D | -8.5% | +1.0% | -9.5% | -8.8% |
| 3M | +6.7% | -12.6% | +19.3% | +15.0% |
| 6M | +17.7% | +21.1% | -3.3% | +5.4% |
| YTD | +63.5% | +33.2% | +30.3% | +38.7% |
| 1Y | +73.6% | +67.8% | +5.8% | +29.6% |
| 3Y | +44.6% | +37.3% | +7.2% | +18.0% |
| 5Y | +16.1% | +41.1% | -25.0% | -6.1% |
| 10Y | +775.8% | +170.6% | +605.2% | +351.8% |
| All | +1,184.7% | +2,947.0% | -1,762.3% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling