+61.4%
AMAT vs KVYO
-18.3%
+79.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -11.2% | +3.9% | -15.1% | -10.5% |
| 30D | -31.9% | +27.9% | -59.8% | -28.4% |
| 3M | -32.3% | +11.8% | -44.2% | -29.9% |
| 6M | -5.4% | -4.9% | -0.5% | +0.2% |
| YTD | +44.3% | -34.2% | +78.5% | +54.1% |
| 1Y | +61.4% | -17.8% | +79.2% | +69.9% |
| All | +61.4% | -18.3% | +79.6% | +69.9% |
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