+222.0%
KGC vs AVAV
+28.1%
+193.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.6% |
| 7D | -6.7% | +4.2% | -10.9% | -7.2% |
| 30D | -6.7% | -2.6% | -4.1% | -6.7% |
| 3M | -22.6% | -38.0% | +15.4% | -18.2% |
| 6M | -33.4% | -27.0% | -6.4% | -31.6% |
| YTD | -26.0% | -51.4% | +25.4% | -21.6% |
| 1Y | -18.3% | -60.2% | +41.9% | -11.4% |
| 3Y | +315.8% | -6.7% | +322.4% | +283.9% |
| All | +222.0% | +28.1% | +193.9% | +179.0% |
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