+32.7%
KO vs AVAV
-39.1%
+71.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.9% |
| 7D | -1.8% | -2.2% | +0.5% | -1.8% |
| 30D | +1.4% | -13.9% | +15.4% | +1.0% |
| 3M | +15.4% | -29.2% | +44.6% | +14.2% |
| 6M | +14.3% | -36.1% | +50.4% | +13.2% |
| YTD | +27.7% | -40.2% | +67.9% | +26.5% |
| 1Y | +32.7% | -36.2% | +68.9% | +28.6% |
| All | +32.7% | -39.1% | +71.8% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling