+38.7%
KMB vs AVAV
+423.1%
-384.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.6% | -9.4% | +3.0% |
| 7D | +3.4% | +3.2% | +0.2% | +3.3% |
| 30D | +14.7% | -7.4% | +22.1% | +14.8% |
| 3M | +3.3% | -32.0% | +35.3% | +4.0% |
| 6M | +16.8% | -24.6% | +41.4% | +17.2% |
| YTD | +15.2% | -47.5% | +62.7% | +16.0% |
| 1Y | +13.3% | -61.5% | +74.8% | +15.0% |
| 3Y | +5.4% | +5.5% | 0.0% | +1.2% |
| 5Y | +2.7% | +35.7% | -33.0% | -3.8% |
| 10Y | +38.7% | +379.1% | -340.4% | +21.3% |
| All | +38.7% | +423.1% | -384.5% | +21.3% |
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