+931.7%
KEYS vs AVAV
+342.0%
+589.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.3% |
| 7D | -4.5% | 0.0% | -4.4% | -4.5% |
| 30D | -23.9% | -9.9% | -13.9% | -22.6% |
| 3M | -13.1% | -34.7% | +21.6% | -7.4% |
| 6M | -19.1% | -26.6% | +7.5% | -16.9% |
| YTD | +43.4% | -48.9% | +92.4% | +53.0% |
| 1Y | +58.8% | -63.0% | +121.8% | +78.6% |
| 3Y | +134.6% | +1.6% | +133.0% | +109.3% |
| 5Y | +58.7% | +34.5% | +24.3% | +28.4% |
| 10Y | +759.0% | +359.3% | +399.7% | +407.1% |
| All | +931.7% | +342.0% | +589.7% | +481.2% |
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