+105.5%
KEEL vs AVAV
+127.0%
-21.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -3.5% |
| 7D | -0.5% | +4.2% | -4.8% | -2.2% |
| 30D | -27.1% | -2.6% | -24.5% | -25.9% |
| 3M | -43.8% | -38.0% | -5.8% | -32.7% |
| 6M | -55.2% | -27.0% | -28.2% | -51.6% |
| YTD | -20.9% | -51.4% | +30.6% | -1.4% |
| 1Y | -28.5% | -60.2% | +31.8% | -4.0% |
| 3Y | +66.1% | -6.7% | +72.7% | +53.7% |
| 5Y | -78.3% | +28.3% | -106.6% | -83.3% |
| All | +105.5% | +127.0% | -21.5% | +120.9% |
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