+504.5%
AVAV vs KIM
+28.1%
+476.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -13.9% | -4.0% | -9.9% | -13.2% |
| 3M | -29.2% | +0.5% | -29.8% | -29.6% |
| 6M | -36.1% | +3.6% | -39.7% | -36.8% |
| YTD | -40.2% | +20.4% | -60.6% | -42.8% |
| 1Y | -36.2% | +9.7% | -45.9% | -37.9% |
| 3Y | +47.5% | +46.0% | +1.5% | +34.0% |
| 5Y | +39.3% | +34.4% | +4.8% | +28.2% |
| 10Y | +482.6% | +29.3% | +453.3% | +406.7% |
| All | +504.5% | +28.1% | +476.4% | +446.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling