+117.9%
KEY vs AVAV
+361.4%
-243.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.5% | -11.0% | -2.4% |
| 7D | -1.3% | -10.6% | +9.3% | +0.4% |
| 30D | +5.1% | -18.8% | +23.9% | +8.6% |
| 3M | -7.1% | -34.1% | +27.0% | -0.8% |
| 6M | -4.4% | -35.3% | +31.0% | +0.5% |
| YTD | +4.0% | -53.4% | +57.4% | +13.1% |
| 1Y | +23.4% | -65.6% | +89.1% | +42.1% |
| 3Y | +113.9% | -5.1% | +119.0% | +82.9% |
| 5Y | +12.3% | +18.5% | -6.2% | -14.1% |
| All | +117.9% | +361.4% | -243.5% | +3.5% |
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 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