+38.7%
KNX vs AVTR
-64.6%
+103.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | -5.6% | -1.1% | -4.5% | -5.3% |
| 30D | -4.4% | +6.3% | -10.7% | -6.0% |
| 3M | -17.3% | +53.3% | -70.6% | -26.8% |
| 6M | +22.6% | +78.6% | -56.0% | +3.7% |
| YTD | +31.1% | +29.2% | +1.9% | +20.6% |
| 1Y | +60.2% | +13.8% | +46.4% | +49.2% |
| 3Y | +35.8% | -27.4% | +63.2% | +38.8% |
| All | +38.7% | -64.6% | +103.3% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 5y: compounded portfolio wealth divided by compounded AVTR 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…
5y analysis · Full analysis span regression · 6 months rolling