-33.9%
KWEB vs AVAV
-68.0%
+34.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -8.3% | +12.8% | +4.9% |
| 7D | +5.8% | -10.1% | +15.9% | +6.3% |
| 30D | -1.0% | -18.7% | +17.7% | +0.1% |
| 3M | -15.8% | -33.0% | +17.2% | -13.9% |
| 6M | -14.9% | -37.2% | +22.2% | -13.1% |
| YTD | -28.6% | -53.2% | +24.6% | -25.8% |
| 1Y | -33.9% | -69.0% | +35.1% | -31.2% |
| All | -33.9% | -68.0% | +34.1% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling