+99.5%
KEY vs AVAV
+360.4%
-260.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | -0.5% | +9.9% | -10.4% | -2.4% |
| 30D | +6.7% | -5.4% | +12.1% | +7.2% |
| 3M | -4.6% | -36.5% | +31.9% | +2.5% |
| 6M | +2.6% | -25.3% | +27.8% | +4.9% |
| YTD | +7.0% | -48.6% | +55.5% | +14.1% |
| 1Y | +23.5% | -62.1% | +85.5% | +39.4% |
| 3Y | +126.4% | +2.3% | +124.1% | +91.5% |
| 5Y | +13.0% | +35.4% | -22.4% | -15.7% |
| 10Y | +99.5% | +345.1% | -245.6% | +3.3% |
| All | +99.5% | +360.4% | -260.9% | +3.3% |
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