+308.9%
AVAV vs KIM
+63.6%
+245.3%
-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% | -3.1% | -2.9% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -2.6% | +14.1% | -16.7% | -6.4% |
| 3M | -38.0% | +6.0% | -44.0% | -39.1% |
| 6M | -27.0% | +13.2% | -40.2% | -30.1% |
| YTD | -51.4% | +30.4% | -81.8% | -55.5% |
| 1Y | -60.2% | +31.0% | -91.3% | -63.7% |
| 3Y | -6.7% | +67.6% | -74.3% | -22.0% |
| 5Y | +28.3% | +35.8% | -7.5% | +13.1% |
| All | +308.9% | +63.6% | +245.3% | +205.7% |
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