+140.2%
KNX vs AVTR
+1.1%
+139.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.3% |
| 7D | +2.3% | +1.6% | +0.8% | +2.0% |
| 30D | +0.5% | +8.4% | -7.9% | -1.3% |
| 3M | -14.1% | +50.2% | -64.3% | -21.9% |
| 6M | +19.8% | +82.6% | -62.8% | +4.0% |
| YTD | +32.7% | +29.8% | +2.9% | +23.7% |
| 1Y | +62.3% | +16.0% | +46.3% | +52.8% |
| 3Y | +36.8% | -26.4% | +63.3% | +38.8% |
| 5Y | +41.8% | -64.5% | +106.2% | +59.4% |
| All | +140.2% | +1.1% | +139.1% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling