-45.3%
KEEL vs AVAV
-68.0%
+22.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.3% | +4.2% | -0.8% |
| 7D | -13.6% | -10.1% | -3.5% | -9.8% |
| 30D | -39.1% | -18.7% | -20.4% | -33.8% |
| 3M | -48.9% | -33.0% | -15.9% | -40.8% |
| 6M | -35.4% | -37.2% | +1.8% | -26.4% |
| YTD | -10.6% | -53.2% | +42.6% | +8.4% |
| 1Y | -45.3% | -69.0% | +23.7% | +2.2% |
| All | -45.3% | -68.0% | +22.7% | +2.2% |
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