+224.9%
KGC vs AVAV
+31.5%
+193.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.7% | -3.2% |
| 7D | -4.1% | +18.4% | -22.5% | -6.2% |
| 30D | -11.6% | -4.9% | -6.7% | -11.4% |
| 3M | -24.5% | -37.7% | +13.1% | -20.3% |
| 6M | -34.6% | -28.4% | -6.1% | -32.6% |
| YTD | -26.2% | -50.0% | +23.9% | -22.0% |
| 1Y | -20.1% | -62.6% | +42.5% | -12.7% |
| 3Y | +312.4% | -0.6% | +313.0% | +277.4% |
| 5Y | +224.9% | +31.9% | +193.0% | +181.7% |
| All | +224.9% | +31.5% | +193.4% | +181.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling