+360.7%
KNX vs ET
+1,438.5%
-1,077.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -4.4% | +2.9% | -7.3% | -4.9% |
| 3M | -17.3% | +16.8% | -34.1% | -19.8% |
| 6M | +22.6% | +18.9% | +3.8% | +18.4% |
| YTD | +31.1% | +37.7% | -6.6% | +23.1% |
| 1Y | +60.2% | +32.4% | +27.8% | +51.3% |
| 3Y | +35.8% | +99.5% | -63.7% | +18.6% |
| 5Y | +38.9% | +244.0% | -205.0% | +9.0% |
| 10Y | +166.5% | +172.1% | -5.6% | +107.2% |
| All | +360.7% | +1,438.5% | -1,077.8% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling