+253.4%
AMAT vs KVYO
-51.3%
+304.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.9% | +7.8% | +4.2% |
| 7D | +7.0% | -13.3% | +20.3% | +7.8% |
| 30D | -12.2% | +7.6% | -19.9% | -12.8% |
| 3M | -3.8% | +17.5% | -21.4% | -6.0% |
| 6M | +45.9% | -14.7% | +60.7% | +45.1% |
| YTD | +84.6% | -44.9% | +129.5% | +98.0% |
| 1Y | +193.4% | -46.1% | +239.5% | +213.9% |
| All | +253.4% | -51.3% | +304.7% | +254.5% |
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