+562.7%
KO vs AVAV
+478.6%
+84.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -1.8% | -2.2% | +0.5% | -1.6% |
| 30D | +1.4% | -13.9% | +15.4% | +2.4% |
| 3M | +15.4% | -29.2% | +44.6% | +17.5% |
| 6M | +14.3% | -36.1% | +50.4% | +16.7% |
| YTD | +27.7% | -40.2% | +67.9% | +29.9% |
| 1Y | +32.7% | -36.2% | +68.9% | +33.5% |
| 3Y | +62.2% | +47.5% | +14.7% | +46.4% |
| 5Y | +80.0% | +39.3% | +40.7% | +59.5% |
| 10Y | +175.6% | +482.6% | -306.9% | +96.6% |
| All | +562.7% | +478.6% | +84.1% | +325.5% |
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