The variability of cross-shore thermally driven exchange was examined using ensemble averages of observations from the Kilo Nalu Observatory on the south shore of Oahu Hawaii. The cross-shore vertical shear, top-bottom temperature difference, and cross-shore advective heat flux were analyzed to evaluate the influence of the surface heat flux, the cross-shore wind and the M2 tide in the cross-shore exchange variability. The M2 affects the exchange through the effects of tidally driven alongshore flow on turbulent diffusivity and on Coriolis driven cross-shore accelerations. Lunar phase ensemble averages are compared with a theoretical model to show that the interaction of the diurnal wind pattern and the tidally driven alongshore flow can lead to significant cross-shore exchange variability at sub-diurnal time scales.