+96.0%
KEYS vs AVAV
-39.1%
+135.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.6% |
| 7D | +2.3% | -2.2% | +4.5% | +2.4% |
| 30D | -2.6% | -13.9% | +11.3% | -1.6% |
| 3M | -4.6% | -29.2% | +24.6% | -2.7% |
| 6M | +8.7% | -36.1% | +44.9% | +11.1% |
| YTD | +61.0% | -40.2% | +101.2% | +62.6% |
| 1Y | +96.0% | -36.2% | +132.2% | +105.5% |
| All | +96.0% | -39.1% | +135.1% | +105.5% |
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