+379.1%
AVAV vs KMX
+13.6%
+365.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.1% | +7.5% | +11.2% |
| 7D | +3.2% | -4.1% | +7.2% | +4.3% |
| 30D | -7.4% | +2.9% | -10.3% | -8.2% |
| 3M | -32.0% | -7.0% | -25.0% | -31.0% |
| 6M | -24.6% | +34.1% | -58.7% | -31.4% |
| YTD | -47.5% | +40.0% | -87.5% | -53.0% |
| 1Y | -61.5% | +67.2% | -128.7% | -67.3% |
| 3Y | +5.5% | -13.4% | +18.9% | +1.7% |
| 5Y | +35.7% | -65.1% | +100.8% | +62.2% |
| 10Y | +379.1% | +6.9% | +372.2% | +280.1% |
| All | +379.1% | +13.6% | +365.5% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling