+160.2%
KNX vs ETR
+296.9%
-136.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | -5.6% | -1.8% | -3.8% | -5.1% |
| 30D | -4.4% | -1.8% | -2.7% | -4.0% |
| 3M | -17.3% | -3.6% | -13.7% | -16.6% |
| 6M | +22.6% | +2.6% | +20.0% | +21.1% |
| YTD | +31.1% | +16.0% | +15.1% | +25.0% |
| 1Y | +60.2% | +20.1% | +40.1% | +51.1% |
| 3Y | +35.8% | +143.6% | -107.8% | +2.2% |
| 5Y | +38.9% | +124.4% | -85.4% | +6.6% |
| All | +160.2% | +296.9% | -136.6% | +104.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling