+568.9%
KGC vs AVAV
+358.8%
+210.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.7% | -3.1% | -5.5% |
| 7D | +8.0% | 0.0% | +8.1% | +7.8% |
| 30D | -9.3% | -9.9% | +0.6% | -8.6% |
| 3M | -21.3% | -34.7% | +13.4% | -18.3% |
| 6M | -31.5% | -26.6% | -4.9% | -30.1% |
| YTD | -23.2% | -48.9% | +25.7% | -19.9% |
| 1Y | -15.0% | -63.0% | +48.0% | -8.7% |
| 3Y | +328.7% | +1.6% | +327.1% | +307.2% |
| 5Y | +262.9% | +34.5% | +228.4% | +232.3% |
| 10Y | +568.9% | +359.3% | +209.6% | +637.5% |
| All | +568.9% | +358.8% | +210.1% | +637.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling