+319.5%
AEM vs KVYO
-55.5%
+375.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.9% |
| 7D | -2.1% | -12.1% | +10.0% | -2.2% |
| 30D | +8.4% | -5.2% | +13.6% | +8.4% |
| 3M | +27.3% | +14.5% | +12.8% | +27.2% |
| 6M | -9.7% | -17.6% | +8.0% | -10.0% |
| YTD | +19.0% | -49.6% | +68.6% | +20.4% |
| 1Y | +31.5% | -48.6% | +80.0% | +33.0% |
| All | +319.5% | -55.5% | +375.0% | +315.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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