-26.9%
ALB vs KVYO
-56.1%
+29.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.9% |
| 7D | -7.6% | -18.4% | +10.8% | -4.6% |
| 30D | -5.6% | -12.1% | +6.5% | -4.0% |
| 3M | -16.8% | +11.2% | -28.0% | -19.7% |
| 6M | -26.3% | -19.8% | -6.6% | -26.6% |
| YTD | -13.2% | -50.3% | +37.1% | -3.7% |
| 1Y | +68.8% | -48.3% | +117.1% | +83.6% |
| All | -26.9% | -56.1% | +29.2% | -22.5% |
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 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