+209.3%
AFRM vs KVYO
-55.5%
+264.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.6% | +4.5% |
| 7D | -1.3% | -12.1% | +10.8% | +4.1% |
| 30D | -2.7% | -5.2% | +2.5% | -1.4% |
| 3M | +7.4% | +14.5% | -7.0% | -1.4% |
| 6M | +40.7% | -17.6% | +58.3% | +40.3% |
| YTD | -4.0% | -49.6% | +45.6% | +19.7% |
| 1Y | -12.2% | -48.6% | +36.3% | +7.2% |
| All | +209.3% | -55.5% | +264.7% | +269.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling