+95.7%
KEYS vs AVAV
-40.1%
+135.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.6% | -0.3% |
| 7D | +2.9% | -3.2% | +6.1% | +3.2% |
| 30D | -1.3% | -25.6% | +24.2% | +0.8% |
| 3M | -0.1% | -20.2% | +20.1% | +0.9% |
| 6M | +17.4% | -38.1% | +55.4% | +20.2% |
| YTD | +62.9% | -41.8% | +104.7% | +64.8% |
| 1Y | +95.7% | -39.0% | +134.8% | +105.3% |
| All | +95.7% | -40.1% | +135.9% | +105.3% |
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