+589.6%
KR vs AVAV
+478.6%
+111.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.2% |
| 7D | +1.5% | -2.2% | +3.7% | +1.6% |
| 30D | +4.1% | -13.9% | +18.0% | +4.9% |
| 3M | -5.2% | -29.2% | +24.0% | -3.7% |
| 6M | -12.8% | -36.1% | +23.4% | -11.1% |
| YTD | -4.6% | -40.2% | +35.6% | -3.1% |
| 1Y | -11.7% | -36.2% | +24.5% | -11.2% |
| 3Y | +36.3% | +47.5% | -11.3% | +24.2% |
| 5Y | +40.0% | +39.3% | +0.7% | +25.4% |
| 10Y | +122.2% | +482.6% | -360.4% | +65.0% |
| All | +589.6% | +478.6% | +111.0% | +362.1% |
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