+419.8%
AVAV vs KIM
+39.1%
+380.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | +9.9% | -1.0% | +10.9% | +10.1% |
| 30D | -5.4% | +14.8% | -20.2% | -8.2% |
| 3M | -36.5% | +8.1% | -44.7% | -37.7% |
| 6M | -25.3% | +11.7% | -36.9% | -27.3% |
| YTD | -48.6% | +30.7% | -79.3% | -51.7% |
| 1Y | -62.1% | +29.7% | -91.8% | -64.4% |
| 3Y | +2.3% | +65.1% | -62.8% | -9.4% |
| 5Y | +35.4% | +34.7% | +0.7% | +24.5% |
| 10Y | +345.1% | +64.1% | +281.0% | +270.2% |
| All | +419.8% | +39.1% | +380.8% | +361.5% |
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