+37.9%
KNX vs ENB
+69.7%
-31.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.2% | +0.9% |
| 7D | -0.5% | -4.6% | +4.1% | +0.1% |
| 30D | +1.0% | -5.2% | +6.2% | +1.7% |
| 3M | -12.6% | -13.4% | +0.7% | -10.8% |
| 6M | +21.1% | -7.8% | +28.9% | +22.3% |
| YTD | +33.2% | +4.9% | +28.3% | +31.5% |
| 1Y | +67.8% | +3.2% | +64.5% | +66.1% |
| All | +37.9% | +69.7% | -31.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 3y: compounded portfolio wealth divided by compounded ENB 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…
3y analysis · Full analysis span regression · 6 months rolling