+81.7%
KO vs AVAV
+33.5%
+48.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.4% | -0.9% |
| 7D | -0.8% | -3.2% | +2.4% | -0.8% |
| 30D | +0.8% | -25.6% | +26.3% | +0.8% |
| 3M | +8.3% | -20.2% | +28.6% | +8.4% |
| 6M | +14.0% | -38.1% | +52.1% | +14.3% |
| YTD | +26.9% | -41.8% | +68.7% | +27.0% |
| 1Y | +32.7% | -39.0% | +71.7% | +32.4% |
| 3Y | +63.9% | +24.1% | +39.9% | +57.3% |
| 5Y | +81.7% | +53.0% | +28.7% | +74.2% |
| All | +81.7% | +33.5% | +48.2% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling