+345.1%
AVAV vs KIM
+63.9%
+281.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | +9.9% | -1.0% | +10.9% | +10.3% |
| 30D | -5.4% | +14.8% | -20.2% | -9.3% |
| 3M | -36.5% | +8.1% | -44.7% | -38.1% |
| 6M | -25.3% | +11.7% | -36.9% | -28.1% |
| YTD | -48.6% | +30.7% | -79.3% | -53.0% |
| 1Y | -62.1% | +29.7% | -91.8% | -65.3% |
| 3Y | +2.3% | +65.1% | -62.8% | -14.2% |
| 5Y | +35.4% | +34.7% | +0.7% | +19.6% |
| 10Y | +345.1% | +64.1% | +281.0% | +233.9% |
| All | +345.1% | +63.9% | +281.2% | +233.9% |
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