-23.0%
KWEB vs AVAV
+520.8%
-543.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.8% | -2.0% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -13.0% | -25.0% | +12.0% | -9.5% |
| 3M | -7.6% | -15.0% | +7.4% | -6.5% |
| 6M | -21.1% | -33.6% | +12.5% | -18.0% |
| YTD | -28.2% | -39.2% | +11.0% | -25.4% |
| 1Y | -34.9% | -40.5% | +5.6% | -32.6% |
| 3Y | -0.8% | +29.6% | -30.4% | -14.8% |
| 5Y | -43.6% | +56.7% | -100.3% | -55.6% |
| All | -23.0% | +520.8% | -543.8% | -52.2% |
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 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