+115.0%
KEY vs AVAV
-14.7%
+129.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.8% | +7.1% | -1.9% |
| 7D | -2.5% | -24.3% | +21.9% | -0.2% |
| 30D | +4.1% | -28.9% | +33.0% | +7.0% |
| 3M | -8.4% | -39.3% | +30.9% | -4.6% |
| 6M | -2.3% | -38.8% | +36.5% | +0.7% |
| YTD | +4.6% | -57.8% | +62.4% | +9.9% |
| 1Y | +24.6% | -70.9% | +95.4% | +36.7% |
| All | +115.0% | -14.7% | +129.8% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling