-77.3%
KEEL vs AVAV
+31.5%
-108.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.9% | -2.9% | -4.6% |
| 7D | +18.2% | +18.4% | -0.2% | +10.2% |
| 30D | -32.1% | -4.9% | -27.1% | -30.1% |
| 3M | -44.9% | -37.7% | -7.3% | -33.3% |
| 6M | -52.1% | -28.4% | -23.7% | -47.7% |
| YTD | -17.0% | -50.0% | +33.0% | +3.7% |
| 1Y | -38.5% | -62.6% | +24.1% | -12.8% |
| 3Y | +62.5% | -0.6% | +63.1% | +40.7% |
| 5Y | -77.3% | +31.9% | -109.2% | -87.4% |
| All | -77.3% | +31.5% | -108.7% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling