+320.5%
AVAV vs KIM
+63.0%
+257.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.7% |
| 7D | +18.4% | -0.7% | +19.0% | +18.6% |
| 30D | -4.9% | +13.4% | -18.4% | -8.5% |
| 3M | -37.7% | +6.5% | -44.2% | -38.9% |
| 6M | -28.4% | +10.6% | -39.0% | -31.0% |
| YTD | -50.0% | +29.9% | -80.0% | -54.2% |
| 1Y | -62.6% | +29.6% | -92.2% | -65.8% |
| 3Y | -0.6% | +64.1% | -64.7% | -16.4% |
| 5Y | +31.9% | +35.3% | -3.4% | +16.4% |
| All | +320.5% | +63.0% | +257.4% | +214.6% |
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