+280.1%
KEEL vs AVAV
+184.1%
+96.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.5% | -11.7% | -8.9% |
| 7D | +2.7% | -0.1% | +2.8% | +2.5% |
| 30D | +4.6% | -25.0% | +29.5% | +16.0% |
| 3M | -34.5% | -15.0% | -19.5% | -32.9% |
| 6M | +59.3% | -33.6% | +92.9% | +77.3% |
| YTD | +46.4% | -39.2% | +85.6% | +66.7% |
| 1Y | +96.6% | -40.5% | +137.0% | +129.8% |
| 3Y | +182.0% | +29.6% | +152.4% | +129.0% |
| 5Y | -38.2% | +56.7% | -94.9% | -56.2% |
| All | +280.1% | +184.1% | +96.0% | +273.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling