+371.2%
AVAV vs KMX
+80.9%
+290.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.1% | +12.6% | +11.0% |
| 7D | -10.6% | -7.4% | -3.2% | -9.0% |
| 30D | -18.8% | -3.4% | -15.4% | -18.2% |
| 3M | -34.1% | -11.3% | -22.8% | -32.5% |
| 6M | -35.3% | +30.6% | -65.9% | -40.1% |
| YTD | -53.4% | +33.2% | -86.6% | -57.1% |
| 1Y | -65.6% | +66.7% | -132.4% | -70.2% |
| 3Y | -5.1% | -22.1% | +17.0% | -5.3% |
| 5Y | +18.5% | -66.7% | +85.2% | +39.1% |
| 10Y | +369.8% | +1.9% | +367.9% | +310.4% |
| All | +371.2% | +80.9% | +290.3% | +235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling