+13.0%
KEY vs AVAV
+478.6%
-465.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +2.2% | -2.2% | +4.4% | +2.7% |
| 30D | -3.0% | -13.9% | +10.9% | -0.2% |
| 3M | +3.3% | -29.2% | +32.6% | +9.2% |
| 6M | +9.2% | -36.1% | +45.3% | +16.5% |
| YTD | +10.6% | -40.2% | +50.9% | +16.7% |
| 1Y | +20.4% | -36.2% | +56.6% | +22.9% |
| 3Y | +121.8% | +47.5% | +74.3% | +69.8% |
| 5Y | +41.1% | +39.3% | +1.9% | +3.1% |
| 10Y | +168.5% | +482.6% | -314.0% | +18.5% |
| All | +13.0% | +478.6% | -465.6% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling