+6.7%
KEY vs AVAV
+308.3%
-301.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.8% | +7.1% | -0.6% |
| 7D | -2.5% | -24.3% | +21.9% | +3.3% |
| 30D | +4.1% | -28.9% | +33.0% | +11.6% |
| 3M | -8.4% | -39.3% | +30.9% | +1.1% |
| 6M | -2.3% | -38.8% | +36.5% | +5.0% |
| YTD | +4.6% | -57.8% | +62.4% | +18.2% |
| 1Y | +24.6% | -70.9% | +95.4% | +52.7% |
| 3Y | +112.8% | -14.8% | +127.6% | +85.6% |
| 5Y | +12.9% | +7.3% | +5.6% | -13.3% |
| 10Y | +126.7% | +325.3% | -198.7% | +6.3% |
| All | +6.7% | +308.3% | -301.6% | -58.6% |
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