-69.0%
AVAV vs KIM
+33.1%
-102.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.6% | -11.9% | -7.7% |
| 7D | -10.1% | +10.6% | -20.7% | -9.0% |
| 30D | -18.7% | +17.5% | -36.2% | -16.6% |
| 3M | -33.0% | +4.7% | -37.7% | -33.0% |
| 6M | -37.2% | +13.1% | -50.3% | -38.0% |
| YTD | -53.2% | +32.1% | -85.3% | -53.5% |
| 1Y | -69.0% | +32.7% | -101.6% | -69.1% |
| All | -69.0% | +33.1% | -102.1% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling