+235.3%
KMB vs AVAV
+308.3%
-73.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.8% | +11.4% | +2.0% |
| 7D | +0.4% | -24.3% | +24.7% | +1.7% |
| 30D | +14.1% | -28.9% | +43.0% | +16.0% |
| 3M | -0.5% | -39.3% | +38.7% | +1.8% |
| 6M | +16.6% | -38.8% | +55.3% | +18.6% |
| YTD | +13.7% | -57.8% | +71.5% | +17.0% |
| 1Y | +16.1% | -70.9% | +86.9% | +21.8% |
| 3Y | +4.7% | -14.8% | +19.5% | +0.1% |
| 5Y | +1.5% | +7.3% | -5.8% | -6.5% |
| 10Y | +40.5% | +325.3% | -284.8% | +8.3% |
| All | +235.3% | +308.3% | -73.0% | +136.8% |
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 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