+271.4%
AG vs KVYO
-55.5%
+326.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.4% | -3.0% |
| 7D | -6.7% | -12.1% | +5.4% | -6.0% |
| 30D | +2.2% | -5.2% | +7.3% | +2.2% |
| 3M | +15.7% | +14.5% | +1.2% | +13.8% |
| 6M | -23.8% | -17.6% | -6.2% | -24.6% |
| YTD | +17.6% | -49.6% | +67.3% | +23.6% |
| 1Y | +88.6% | -48.6% | +137.2% | +97.1% |
| All | +271.4% | -55.5% | +326.9% | +269.3% |
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