+367.4%
KNX vs ENPH
+391.5%
-24.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | -0.5% | +1.5% | -2.0% | -0.6% |
| 30D | +1.0% | -12.9% | +13.9% | +2.1% |
| 3M | -12.6% | -27.1% | +14.5% | -10.7% |
| 6M | +21.1% | -15.4% | +36.5% | +21.4% |
| YTD | +33.2% | +15.0% | +18.2% | +29.4% |
| 1Y | +67.8% | -0.7% | +68.5% | +64.3% |
| 3Y | +37.3% | -69.3% | +106.7% | +42.3% |
| 5Y | +41.1% | -76.7% | +117.8% | +45.4% |
| 10Y | +170.6% | +1,947.8% | -1,777.2% | +79.4% |
| All | +367.4% | +391.5% | -24.1% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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