+195.3%
KLAC vs AVAV
-3.9%
+199.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.4% | -2.6% |
| 7D | +10.0% | +4.2% | +5.8% | +9.1% |
| 30D | -14.8% | -2.6% | -12.3% | -14.3% |
| 3M | -27.2% | -38.0% | +10.8% | -20.6% |
| 6M | -17.5% | -27.0% | +9.5% | -14.2% |
| YTD | +25.8% | -51.4% | +77.2% | +38.1% |
| 1Y | +31.8% | -60.2% | +92.1% | +50.7% |
| 3Y | +195.3% | -6.7% | +202.0% | +174.8% |
| All | +195.3% | -3.9% | +199.2% | +174.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling