+9.7%
AIG vs KVYO
-33.3%
+43.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +3.5% |
| 7D | +2.2% | -4.2% | +6.4% | +2.4% |
| 30D | +6.9% | +18.0% | -11.1% | +6.0% |
| 3M | +6.8% | +14.3% | -7.6% | +5.9% |
| 6M | +9.2% | +34.3% | -25.1% | +7.4% |
| YTD | -1.9% | -37.1% | +35.2% | -2.0% |
| 1Y | +9.7% | -30.6% | +40.2% | +9.6% |
| All | +9.7% | -33.3% | +43.0% | +9.6% |
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 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