+177.9%
KO vs AVAV
+520.8%
-342.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.1% | +0.1% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +1.6% | -25.0% | +26.5% | +2.7% |
| 3M | +5.8% | -15.0% | +20.7% | +6.1% |
| 6M | +14.3% | -33.6% | +47.9% | +15.6% |
| YTD | +27.3% | -39.2% | +66.5% | +28.5% |
| 1Y | +33.2% | -40.5% | +73.6% | +34.0% |
| 3Y | +64.5% | +29.6% | +34.9% | +53.5% |
| 5Y | +83.1% | +56.7% | +26.4% | +65.2% |
| All | +177.9% | +520.8% | -342.9% | +126.7% |
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