+23.5%
KEY vs AVAV
-62.2%
+85.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | -0.5% | +9.9% | -10.4% | -0.9% |
| 30D | +6.7% | -5.4% | +12.1% | +6.8% |
| 3M | -4.6% | -36.5% | +31.9% | -3.3% |
| 6M | +2.6% | -25.3% | +27.8% | +3.2% |
| YTD | +7.0% | -48.6% | +55.5% | +7.5% |
| 1Y | +23.5% | -62.1% | +85.5% | +24.8% |
| All | +23.5% | -62.2% | +85.7% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling