+181.2%
KGC vs AVAV
+478.6%
-297.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -2.1% |
| 7D | -1.3% | -2.2% | +0.9% | -1.0% |
| 30D | +20.3% | -13.9% | +34.2% | +22.4% |
| 3M | +8.1% | -29.2% | +37.3% | +12.1% |
| 6M | -8.8% | -36.1% | +27.4% | -4.7% |
| YTD | +10.1% | -40.2% | +50.3% | +14.5% |
| 1Y | +44.2% | -36.2% | +80.4% | +47.7% |
| 3Y | +533.0% | +47.5% | +485.5% | +461.8% |
| 5Y | +443.0% | +39.3% | +403.7% | +373.1% |
| 10Y | +678.6% | +482.6% | +196.0% | +413.9% |
| All | +181.2% | +478.6% | -297.4% | +66.9% |
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