-5.5%
ETN vs KNX
+45.0%
-50.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.7% | -9.1% | -9.7% |
| 7D | -10.1% | +2.5% | -12.6% | -10.6% |
| 30D | -18.4% | -4.4% | -14.0% | -17.6% |
| 3M | -20.4% | -12.7% | -7.7% | -18.1% |
| 6M | -16.0% | +0.9% | -16.9% | -16.8% |
| YTD | +11.8% | +20.3% | -8.5% | +5.6% |
| 1Y | -5.5% | +40.9% | -46.4% | -14.5% |
| All | -5.5% | +45.0% | -50.4% | -14.5% |
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