+12.9%
AGG vs KVYO
-55.5%
+68.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | -1.1% | -12.1% | +11.0% | -1.0% |
| 30D | -1.1% | -5.2% | +4.0% | -1.1% |
| 3M | -1.9% | +14.5% | -16.4% | -2.0% |
| 6M | -1.7% | -17.6% | +15.9% | -1.7% |
| YTD | -1.3% | -49.6% | +48.3% | -1.1% |
| 1Y | -0.7% | -48.6% | +47.8% | -0.6% |
| All | +12.9% | -55.5% | +68.4% | +12.6% |
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