-4.5%
AIG vs KVYO
-39.6%
+35.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | -0.7% |
| 7D | -0.9% | -7.6% | +6.7% | -0.7% |
| 30D | -4.9% | -3.6% | -1.3% | -4.8% |
| 3M | +4.5% | +17.9% | -13.5% | +3.8% |
| 6M | -1.4% | -4.7% | +3.3% | -1.8% |
| YTD | -9.8% | -42.7% | +32.9% | -10.5% |
| 1Y | -4.5% | -40.3% | +35.7% | -6.5% |
| All | -4.5% | -39.6% | +35.1% | -6.5% |
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 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