+177.6%
KEEL vs AVAV
-39.1%
+216.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.4% |
| 7D | +7.8% | -2.2% | +10.0% | +8.9% |
| 30D | -11.7% | -13.9% | +2.2% | -6.4% |
| 3M | -41.5% | -29.2% | -12.3% | -32.9% |
| 6M | +54.9% | -36.1% | +91.0% | +83.6% |
| YTD | +47.7% | -40.2% | +87.9% | +68.6% |
| 1Y | +177.6% | -36.2% | +213.8% | +503.7% |
| All | +177.6% | -39.1% | +216.7% | +503.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling