{"schemaVersion":1,"ticker":"KNG","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/kng/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, KNG against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/kng/"},"benchmark":{"ticker":"NOBL","name":"S&P 500 Dividend Aristocrats (NOBL)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":79.95,"date":"2026-10-30","url":"https://www.ftportfolios.com/Common/ContentFileLoader.aspx?ContentGUID=5031a277-42d7-47ed-a352-d6c167faf4d7"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":80.3,"from":"2026-05-29","to":"2026-10-30","notices":6,"distributions":12,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":0.0,"fiscalYearEnd":"2025-10-31","filed":"2026-01-09","url":"https://www.sec.gov/Archives/edgar/data/1517936/000144554626000219/etf4_ncsr.htm"}},"kind":"benchmark","a":"KNG","b":"NOBL","window":{"from":"2018-04-06","to":"2026-10-30","firstReturn":"2018-04-13","weeklyReturns":447,"years":8.57,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.02772762,"perWeek":0.0005332236,"days":2143,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":1.13702798,"b":1.30486525,"edge":"NOBL","lead":"NOBL"},"annualised":{"a":0.09236351,"b":0.1020136,"edge":"NOBL (slight)","lead":"NOBL"},"price":{"a":0.29834254,"b":0.91793707,"edge":"NOBL","lead":"NOBL"},"volatility":{"a":0.16586235,"b":0.17210771,"edge":"KNG (slight)","lead":"KNG"},"downsideDeviation":{"a":0.11751019,"b":0.12203011,"edge":"KNG (slight)","lead":"KNG"},"maxDrawdown":{"a":-0.30087332,"b":-0.31680837,"edge":"KNG (slight)","lead":"KNG","aPeak":"2020-01-17","aTrough":"2020-03-20","bPeak":"2020-01-17","bTrough":"2020-03-20"},"excess":{"a":0.07452139,"b":0.08444293,"edge":"NOBL","lead":"NOBL"},"sharpe":{"a":0.44929661,"b":0.49064002,"edge":"NOBL (slight)","lead":"NOBL"},"sortino":{"a":0.63416964,"b":0.69198436,"edge":"NOBL (slight)","lead":"NOBL"},"calmar":{"a":0.30698471,"b":0.32200411,"edge":"NOBL (slight)","lead":"NOBL"}},"relative":{"KNG":{"on":"NOBL","beta":0.95504747,"r2":0.9820982,"alpha":-0.00612561,"alphaT":-0.80651577,"alphaLow":-0.02105244,"alphaHigh":0.00880122,"upsideCapture":0.91735362,"downsideCapture":0.96914426,"treynor":0.07802899,"trackingError":0.02350192,"informationRatio":-0.42215848,"upWeeks":254,"downWeeks":193,"treynorReference":0.08444293,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"NOBL (slight)","lead":"NOBL"},"downsideCapture":{"edge":"KNG (slight)","lead":"KNG"},"treynor":{"edge":"NOBL (slight)","lead":"NOBL"},"informationRatio":{"edge":null,"lead":"NOBL","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"KNG":{"kept":"2026-11-01","distributions":60,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":447,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.13702798}},"NOBL":{"kept":"2026-11-01","distributions":34,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":12,"agree":12},"vendor":{"weeks":447,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.30486525}}}}