+59.6%
KEYS vs AVAV
-68.0%
+127.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -8.3% | +2.0% | -5.6% |
| 7D | -14.8% | -10.1% | -4.7% | -14.0% |
| 30D | -25.6% | -18.7% | -6.9% | -24.3% |
| 3M | -16.2% | -33.0% | +16.8% | -13.7% |
| 6M | -18.6% | -37.2% | +18.5% | -16.5% |
| YTD | +40.7% | -53.2% | +93.9% | +44.1% |
| 1Y | +59.6% | -69.0% | +128.6% | +84.0% |
| All | +59.6% | -68.0% | +127.6% | +84.0% |
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 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