+102.6%
KGC vs AVAV
+351.0%
-248.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.5% | -7.5% | +1.7% |
| 7D | +10.5% | -10.6% | +21.1% | +11.8% |
| 30D | -4.1% | -18.8% | +14.7% | -1.8% |
| 3M | -13.1% | -34.1% | +21.0% | -8.9% |
| 6M | -27.5% | -35.3% | +7.8% | -24.5% |
| YTD | -20.7% | -53.4% | +32.7% | -15.3% |
| 1Y | -6.1% | -65.6% | +59.6% | +4.0% |
| 3Y | +318.6% | -5.1% | +323.7% | +292.3% |
| 5Y | +289.9% | +18.5% | +271.4% | +245.6% |
| 10Y | +501.8% | +369.8% | +132.0% | +305.6% |
| All | +102.6% | +351.0% | -248.5% | +23.5% |
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 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