+111.8%
KMI vs AVAV
+403.8%
-292.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -0.5% | -2.2% | +1.7% | -0.2% |
| 30D | +0.9% | -13.9% | +14.8% | +2.6% |
| 3M | 0.0% | -29.2% | +29.2% | +3.3% |
| 6M | -5.7% | -36.1% | +30.4% | -2.0% |
| YTD | +17.5% | -40.2% | +57.7% | +21.2% |
| 1Y | +22.3% | -36.2% | +58.5% | +23.7% |
| 3Y | +111.9% | +47.5% | +64.4% | +78.2% |
| 5Y | +151.8% | +39.3% | +112.6% | +105.5% |
| 10Y | +138.7% | +482.6% | -343.9% | +39.6% |
| All | +111.8% | +403.8% | -292.0% | +20.5% |
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