+27.5%
KWEB vs AVAV
+535.8%
-508.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.3% |
| 7D | -1.0% | -2.2% | +1.2% | -0.7% |
| 30D | -8.7% | -13.9% | +5.2% | -6.8% |
| 3M | -4.0% | -29.2% | +25.3% | +0.1% |
| 6M | -13.1% | -36.1% | +23.0% | -8.8% |
| YTD | -23.5% | -40.2% | +16.7% | -20.0% |
| 1Y | -27.2% | -36.2% | +9.1% | -25.4% |
| 3Y | -2.1% | +47.5% | -49.7% | -19.3% |
| 5Y | -40.8% | +39.3% | -80.1% | -53.0% |
| 10Y | -17.5% | +482.6% | -500.0% | -54.7% |
| All | +27.5% | +535.8% | -508.3% | -34.6% |
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 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