+35.8%
KNX vs ETR
+143.8%
-108.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -5.6% | -1.8% | -3.8% | -5.3% |
| 30D | -4.4% | -1.8% | -2.7% | -4.2% |
| 3M | -17.3% | -3.6% | -13.7% | -16.9% |
| 6M | +22.6% | +2.6% | +20.0% | +21.6% |
| YTD | +31.1% | +16.0% | +15.1% | +27.2% |
| 1Y | +60.2% | +20.1% | +40.1% | +54.5% |
| 3Y | +35.8% | +143.6% | -107.8% | +8.1% |
| All | +35.8% | +143.8% | -108.1% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling