+252.2%
KLAC vs AVAV
+18.1%
+234.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.5% | -3.8% | +4.5% |
| 7D | -12.3% | -10.6% | -1.7% | -10.2% |
| 30D | -29.6% | -18.8% | -10.8% | -26.6% |
| 3M | -28.2% | -34.1% | +5.9% | -22.5% |
| 6M | -23.6% | -35.3% | +11.8% | -18.5% |
| YTD | +14.4% | -53.4% | +67.8% | +27.0% |
| 1Y | +15.4% | -65.6% | +81.1% | +36.2% |
| 3Y | +184.3% | -5.1% | +189.4% | +157.7% |
| All | +252.2% | +18.1% | +234.0% | +163.4% |
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