+164.3%
KNX vs AVAV
+520.8%
-356.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.1% | -0.2% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +1.0% | -25.0% | +26.0% | +4.7% |
| 3M | -12.6% | -15.0% | +2.3% | -11.7% |
| 6M | +21.1% | -33.6% | +54.7% | +25.5% |
| YTD | +33.2% | -39.2% | +72.4% | +37.7% |
| 1Y | +67.8% | -40.5% | +108.3% | +72.6% |
| 3Y | +37.3% | +29.6% | +7.7% | +20.3% |
| 5Y | +41.1% | +56.7% | -15.6% | +15.1% |
| All | +164.3% | +520.8% | -356.5% | +50.1% |
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