-5.1%
AVAV vs KIM
+57.8%
-62.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.4% | +10.9% | +10.5% |
| 7D | -10.6% | +4.1% | -14.7% | -11.4% |
| 30D | -18.8% | +16.8% | -35.6% | -21.5% |
| 3M | -34.1% | +5.7% | -39.8% | -35.0% |
| 6M | -35.3% | +9.7% | -45.0% | -37.2% |
| YTD | -53.4% | +30.2% | -83.6% | -57.0% |
| 1Y | -65.6% | +32.1% | -97.8% | -68.5% |
| 3Y | -5.1% | +58.6% | -63.7% | -17.6% |
| All | -5.1% | +57.8% | -62.9% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling