+4,850.9%
KNX vs ENB
+9,179.8%
-4,328.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.4% | -1.9% |
| 7D | +6.4% | -0.5% | +6.9% | +6.5% |
| 30D | +1.4% | -0.2% | +1.6% | +1.4% |
| 3M | -12.0% | -7.5% | -4.5% | -10.1% |
| 6M | +25.2% | -4.1% | +29.3% | +26.4% |
| YTD | +36.6% | +9.8% | +26.8% | +32.1% |
| 1Y | +67.6% | +8.7% | +58.9% | +62.4% |
| 3Y | +40.8% | +79.0% | -38.2% | +16.4% |
| 5Y | +43.3% | +69.1% | -25.7% | +19.8% |
| 10Y | +170.1% | +96.5% | +73.6% | +107.1% |
| All | +4,850.9% | +9,179.8% | -4,328.9% | +1,792.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling