+4,711.0%
KNX vs ETR
+3,309.1%
+1,401.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.5% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +0.5% | +2.0% | -1.6% | -0.1% |
| 3M | -14.1% | -1.7% | -12.5% | -13.9% |
| 6M | +19.8% | +3.6% | +16.2% | +18.3% |
| YTD | +32.7% | +18.0% | +14.7% | +26.9% |
| 1Y | +62.3% | +26.2% | +36.1% | +52.5% |
| 3Y | +36.8% | +148.0% | -111.2% | +7.7% |
| 5Y | +41.8% | +126.1% | -84.3% | +13.5% |
| 10Y | +169.7% | +302.3% | -132.6% | +85.5% |
| All | +4,711.0% | +3,309.1% | +1,401.9% | +2,970.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling