+637.5%
KO vs AVAV
+383.4%
+254.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +0.1% |
| 7D | +1.8% | +18.4% | -16.6% | +0.5% |
| 30D | +8.1% | -4.9% | +13.1% | +8.2% |
| 3M | +13.0% | -37.7% | +50.7% | +16.3% |
| 6M | +23.3% | -28.4% | +51.7% | +24.6% |
| YTD | +42.1% | -50.0% | +92.1% | +45.9% |
| 1Y | +39.9% | -62.6% | +102.5% | +46.7% |
| 3Y | +87.3% | -0.6% | +87.9% | +74.8% |
| 5Y | +99.3% | +31.9% | +67.3% | +76.0% |
| 10Y | +223.8% | +332.3% | -108.6% | +136.5% |
| All | +637.5% | +383.4% | +254.2% | +378.0% |
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