+96.6%
KEEL vs AVAV
-36.6%
+133.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.5% | -11.7% | -9.3% |
| 7D | +2.7% | -0.1% | +2.8% | +2.5% |
| 30D | +4.6% | -25.0% | +29.5% | +18.5% |
| 3M | -34.5% | -15.0% | -19.5% | -32.7% |
| 6M | +59.3% | -33.6% | +92.9% | +85.5% |
| YTD | +46.4% | -39.2% | +85.6% | +63.5% |
| 1Y | +96.6% | -40.5% | +137.0% | +222.8% |
| All | +96.6% | -36.6% | +133.2% | +222.8% |
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