+218.6%
KMB vs AVAV
+478.6%
-260.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -3.0% | -2.2% | -0.8% | -2.9% |
| 30D | -5.5% | -13.9% | +8.5% | -4.8% |
| 3M | +14.0% | -29.2% | +43.2% | +15.5% |
| 6M | +4.1% | -36.1% | +40.2% | +5.8% |
| YTD | +8.0% | -40.2% | +48.2% | +9.4% |
| 1Y | -13.7% | -36.2% | +22.5% | -13.4% |
| 3Y | -5.9% | +47.5% | -53.5% | -13.0% |
| 5Y | -8.6% | +39.3% | -47.9% | -16.7% |
| 10Y | +17.3% | +482.6% | -465.3% | -10.8% |
| All | +218.6% | +478.6% | -260.0% | +121.5% |
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