+65.9%
KNX vs ETR
+23.8%
+42.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.8% |
| 7D | +7.4% | +1.4% | +5.9% | +7.3% |
| 30D | +2.0% | +1.0% | +1.0% | +1.9% |
| 3M | -7.9% | -1.3% | -6.6% | -7.7% |
| 6M | +14.4% | +1.9% | +12.5% | +13.5% |
| YTD | +38.9% | +18.2% | +20.7% | +34.1% |
| 1Y | +65.9% | +24.7% | +41.2% | +58.7% |
| All | +65.9% | +23.8% | +42.1% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling