+139.8%
KRE vs AVAV
+351.0%
-211.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.5% | -10.6% | -2.2% |
| 7D | +0.3% | -10.6% | +10.8% | +2.2% |
| 30D | +4.8% | -18.8% | +23.6% | +8.7% |
| 3M | -5.1% | -34.1% | +29.0% | +2.1% |
| 6M | +3.3% | -35.3% | +38.6% | +9.2% |
| YTD | +13.3% | -53.4% | +66.7% | +24.3% |
| 1Y | +22.9% | -65.6% | +88.5% | +43.2% |
| 3Y | +82.1% | -5.1% | +87.2% | +57.3% |
| 5Y | +11.0% | +18.5% | -7.5% | -14.5% |
| 10Y | +115.7% | +369.8% | -254.1% | +7.3% |
| All | +139.8% | +351.0% | -211.3% | -0.5% |
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