+21.1%
KNX vs ET
+21.4%
-0.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.4% |
| 7D | -0.5% | +1.4% | -1.8% | -0.2% |
| 30D | +1.0% | +4.6% | -3.6% | +2.2% |
| 3M | -12.6% | +16.0% | -28.7% | -8.8% |
| 6M | +21.1% | +22.8% | -1.7% | +28.7% |
| All | +21.1% | +21.4% | -0.3% | +28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling