+633.5%
KO vs AVAV
+394.0%
+239.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.1% |
| 7D | +2.2% | 0.0% | +2.3% | +2.1% |
| 30D | +10.1% | -9.9% | +20.0% | +10.6% |
| 3M | +12.2% | -34.7% | +46.9% | +15.1% |
| 6M | +25.1% | -26.6% | +51.7% | +26.3% |
| YTD | +41.3% | -48.9% | +90.3% | +44.9% |
| 1Y | +41.1% | -63.0% | +104.1% | +48.2% |
| 3Y | +86.3% | +1.6% | +84.7% | +73.6% |
| 5Y | +97.8% | +34.5% | +63.3% | +74.5% |
| 10Y | +222.7% | +359.3% | -136.5% | +134.4% |
| All | +633.5% | +394.0% | +239.5% | +374.7% |
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 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