+190.4%
ETN vs KNX
+37.6%
+152.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.4% |
| 7D | +3.5% | -5.6% | +9.1% | +5.3% |
| 30D | -7.5% | -4.4% | -3.1% | -6.3% |
| 3M | +8.3% | -17.3% | +25.7% | +14.3% |
| 6M | +20.2% | +22.6% | -2.4% | +11.6% |
| YTD | +34.7% | +31.1% | +3.5% | +21.8% |
| 1Y | +19.4% | +60.2% | -40.8% | +0.2% |
| 3Y | +85.5% | +35.8% | +49.8% | +59.8% |
| All | +190.4% | +37.6% | +152.9% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling