+195.0%
AFRM vs KVYO
-55.7%
+250.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.1% | +3.6% | -1.7% |
| 7D | -8.0% | -15.7% | +7.7% | -1.3% |
| 30D | -9.8% | -9.0% | -0.8% | -7.0% |
| 3M | +4.7% | +10.1% | -5.4% | -2.4% |
| 6M | +34.1% | -20.6% | +54.8% | +36.1% |
| YTD | -8.4% | -49.9% | +41.5% | +14.4% |
| 1Y | -22.9% | -49.4% | +26.5% | -5.1% |
| All | +195.0% | -55.7% | +250.7% | +253.5% |
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