+70.8%
AEP vs KVYO
-55.5%
+126.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | -0.9% | -12.1% | +11.2% | -1.4% |
| 30D | -1.1% | -5.2% | +4.1% | -1.2% |
| 3M | -3.3% | +14.5% | -17.8% | -2.6% |
| 6M | -4.6% | -17.6% | +13.0% | -4.4% |
| YTD | +9.4% | -49.6% | +59.0% | +8.1% |
| 1Y | +16.9% | -48.6% | +65.5% | +15.9% |
| All | +70.8% | -55.5% | +126.3% | +68.0% |
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