+105.3%
KEY vs AVAV
+358.8%
-253.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.2% |
| 7D | +0.5% | 0.0% | +0.5% | +0.2% |
| 30D | +6.9% | -9.9% | +16.8% | +8.3% |
| 3M | -5.0% | -34.7% | +29.7% | +1.6% |
| 6M | +0.7% | -26.6% | +27.3% | +3.3% |
| YTD | +6.5% | -48.9% | +55.4% | +13.7% |
| 1Y | +22.6% | -63.0% | +85.6% | +39.2% |
| 3Y | +125.3% | +1.6% | +123.8% | +90.8% |
| 5Y | +13.9% | +34.5% | -20.6% | -15.0% |
| 10Y | +105.3% | +359.3% | -253.9% | +5.5% |
| All | +105.3% | +358.8% | -253.4% | +5.5% |
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