+325.5%
KNX vs AVAV
+394.0%
-68.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.5% |
| 7D | -1.1% | 0.0% | -1.1% | -1.4% |
| 30D | -3.7% | -9.9% | +6.3% | -2.4% |
| 3M | -9.3% | -34.7% | +25.4% | -3.4% |
| 6M | -2.5% | -26.6% | +24.1% | +0.1% |
| YTD | +19.8% | -48.9% | +68.8% | +27.9% |
| 1Y | +37.3% | -63.0% | +100.3% | +54.2% |
| 3Y | +29.5% | +1.6% | +27.9% | +14.9% |
| 5Y | +11.5% | +34.5% | -23.0% | -11.0% |
| 10Y | +106.0% | +359.3% | -253.3% | +14.7% |
| All | +325.5% | +394.0% | -68.5% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling