+28.4%
AIG vs KVYO
-55.5%
+83.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -1.2% | -12.1% | +10.9% | -0.5% |
| 30D | -1.1% | -5.2% | +4.1% | -0.9% |
| 3M | +0.7% | +14.5% | -13.8% | -0.4% |
| 6M | -2.2% | -17.6% | +15.5% | -2.1% |
| YTD | -10.8% | -49.6% | +38.8% | -8.2% |
| 1Y | -2.0% | -48.6% | +46.5% | +0.4% |
| All | +28.4% | -55.5% | +83.9% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling