-65.6%
AVAV vs KIM
+31.1%
-96.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.4% | +10.9% | +10.4% |
| 7D | -10.6% | +4.1% | -14.7% | -9.9% |
| 30D | -18.8% | +16.8% | -35.6% | -16.4% |
| 3M | -34.1% | +5.7% | -39.8% | -33.9% |
| 6M | -35.3% | +9.7% | -45.0% | -36.1% |
| YTD | -53.4% | +30.2% | -83.6% | -52.8% |
| 1Y | -65.6% | +32.1% | -97.8% | -65.3% |
| All | -65.6% | +31.1% | -96.8% | -65.3% |
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