+359.3%
AVAV vs KIM
+64.9%
+294.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | 0.0% | +2.8% | -2.8% | -0.9% |
| 30D | -9.9% | +15.9% | -25.8% | -13.9% |
| 3M | -34.7% | +7.8% | -42.5% | -36.2% |
| 6M | -26.6% | +11.9% | -38.5% | -29.5% |
| YTD | -48.9% | +31.0% | -80.0% | -53.4% |
| 1Y | -63.0% | +32.3% | -95.4% | -66.4% |
| 3Y | +1.6% | +65.5% | -63.9% | -14.8% |
| 5Y | +34.5% | +37.2% | -2.7% | +18.2% |
| 10Y | +359.3% | +63.9% | +295.4% | +244.1% |
| All | +359.3% | +64.9% | +294.3% | +244.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling