+323.0%
KNX vs AVAV
+383.4%
-60.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.6% |
| 7D | +3.8% | +18.4% | -14.5% | +0.8% |
| 30D | -2.0% | -4.9% | +2.9% | -1.6% |
| 3M | -13.2% | -37.7% | +24.5% | -6.8% |
| 6M | +3.6% | -28.4% | +32.1% | +6.8% |
| YTD | +19.1% | -50.0% | +69.2% | +27.6% |
| 1Y | +39.5% | -62.6% | +102.1% | +56.4% |
| 3Y | +28.7% | -0.6% | +29.3% | +14.7% |
| 5Y | +8.5% | +31.9% | -23.4% | -13.1% |
| 10Y | +100.2% | +332.3% | -232.1% | +12.9% |
| All | +323.0% | +383.4% | -60.3% | +101.0% |
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