-19.6%
KWEB vs AVAV
+315.4%
-335.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.5% |
| 7D | -7.8% | +4.2% | -12.1% | -8.5% |
| 30D | -6.4% | -2.6% | -3.9% | -6.6% |
| 3M | -14.6% | -38.0% | +23.4% | -9.4% |
| 6M | -25.0% | -27.0% | +2.0% | -23.5% |
| YTD | -32.7% | -51.4% | +18.8% | -28.2% |
| 1Y | -37.3% | -60.2% | +22.9% | -31.3% |
| 3Y | -5.9% | -6.7% | +0.8% | -15.5% |
| 5Y | -47.1% | +28.3% | -75.4% | -57.6% |
| All | -19.6% | +315.4% | -335.0% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling