+35.8%
KNX vs ET
+96.2%
-60.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -5.6% | +0.2% | -5.8% | -5.7% |
| 30D | -4.4% | +2.9% | -7.3% | -5.4% |
| 3M | -17.3% | +16.8% | -34.1% | -21.9% |
| 6M | +22.6% | +18.9% | +3.8% | +14.4% |
| YTD | +31.1% | +37.7% | -6.6% | +14.8% |
| 1Y | +60.2% | +32.4% | +27.8% | +42.4% |
| 3Y | +35.8% | +99.5% | -63.7% | +3.4% |
| All | +35.8% | +96.2% | -60.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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