-43.5%
KWEB vs AVAV
+33.5%
-77.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | -1.7% |
| 7D | -3.6% | -3.2% | -0.4% | -3.3% |
| 30D | -14.9% | -25.6% | +10.7% | -12.2% |
| 3M | -5.4% | -20.2% | +14.8% | -3.9% |
| 6M | -18.9% | -38.1% | +19.2% | -15.6% |
| YTD | -27.2% | -41.8% | +14.6% | -24.5% |
| 1Y | -34.2% | -39.0% | +4.8% | -32.6% |
| 3Y | +0.6% | +24.1% | -23.5% | -11.8% |
| 5Y | -43.5% | +53.0% | -96.5% | -54.2% |
| All | -43.5% | +33.5% | -77.0% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling