+58.8%
KEYS vs AVAV
-63.5%
+122.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.2% |
| 7D | -4.5% | 0.0% | -4.4% | -4.8% |
| 30D | -23.9% | -9.9% | -13.9% | -23.4% |
| 3M | -13.1% | -34.7% | +21.6% | -10.7% |
| 6M | -19.1% | -26.6% | +7.5% | -18.3% |
| YTD | +43.4% | -48.9% | +92.4% | +44.8% |
| 1Y | +58.8% | -63.0% | +121.8% | +75.3% |
| All | +58.8% | -63.5% | +122.3% | +75.3% |
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