+36.0%
KMB vs AVAV
+361.4%
-325.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.5% | -12.3% | -2.0% |
| 7D | +0.5% | -10.6% | +11.0% | +0.7% |
| 30D | +12.4% | -18.8% | +31.2% | +12.8% |
| 3M | +1.0% | -34.1% | +35.1% | +1.8% |
| 6M | +12.1% | -35.3% | +47.5% | +12.9% |
| YTD | +11.6% | -53.4% | +65.0% | +12.6% |
| 1Y | +13.1% | -65.6% | +78.8% | +15.1% |
| 3Y | +1.6% | -5.1% | +6.6% | -2.4% |
| 5Y | -0.3% | +18.5% | -18.8% | -6.3% |
| All | +36.0% | +361.4% | -325.4% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling