-37.5%
KEEL vs AVAV
+33.5%
-71.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.8% | +1.7% |
| 7D | +19.3% | -3.2% | +22.4% | +20.8% |
| 30D | +9.1% | -25.6% | +34.7% | +22.6% |
| 3M | -31.5% | -20.2% | -11.3% | -27.8% |
| 6M | +75.8% | -38.1% | +113.9% | +103.6% |
| YTD | +57.9% | -41.8% | +99.7% | +85.0% |
| 1Y | +133.3% | -39.0% | +172.4% | +175.2% |
| 3Y | +204.1% | +24.1% | +180.0% | +138.1% |
| 5Y | -37.5% | +53.0% | -90.6% | -60.5% |
| All | -37.5% | +33.5% | -71.1% | -60.5% |
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