+8.3%
AFL vs KVYO
-47.3%
+55.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.7% |
| 7D | -1.6% | -12.1% | +10.4% | -1.5% |
| 30D | -4.0% | -5.2% | +1.1% | -4.0% |
| 3M | -0.5% | +14.5% | -15.0% | -0.9% |
| 6M | +6.5% | -17.6% | +24.1% | +6.2% |
| YTD | +6.2% | -49.6% | +55.8% | +6.3% |
| 1Y | +8.3% | -48.6% | +56.8% | +7.1% |
| All | +8.3% | -47.3% | +55.6% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling