-62.0%
AVAV vs KIM
+31.8%
-93.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.0% | +11.6% | +12.7% |
| 7D | +3.2% | +2.8% | +0.3% | +3.8% |
| 30D | -7.4% | +16.3% | -23.7% | -4.9% |
| 3M | -32.0% | +6.6% | -38.7% | -31.7% |
| 6M | -24.6% | +12.3% | -36.9% | -25.4% |
| YTD | -47.5% | +31.6% | -79.1% | -46.9% |
| All | -62.0% | +31.8% | -93.7% | -61.4% |
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