+102.1%
KNX vs AVAV
+315.4%
-213.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +6.1% | +3.7% |
| 7D | +9.2% | +4.2% | +5.0% | +8.6% |
| 30D | +0.9% | -2.6% | +3.5% | +1.0% |
| 3M | -12.7% | -38.0% | +25.3% | -7.7% |
| 6M | +7.3% | -27.0% | +34.3% | +9.6% |
| YTD | +23.1% | -51.4% | +74.5% | +30.4% |
| 1Y | +47.1% | -60.2% | +107.3% | +59.6% |
| 3Y | +33.3% | -6.7% | +39.9% | +22.0% |
| 5Y | +12.1% | +28.3% | -16.2% | -6.2% |
| All | +102.1% | +315.4% | -213.3% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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