-71.1%
AMC vs KVYO
-56.1%
-15.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | -7.1% | -18.4% | +11.3% | -2.7% |
| 30D | -1.7% | -12.1% | +10.5% | +0.7% |
| 3M | +13.5% | +11.2% | +2.3% | +8.8% |
| 6M | +112.6% | -19.8% | +132.4% | +113.4% |
| YTD | +51.3% | -50.3% | +101.6% | +69.2% |
| 1Y | -14.5% | -48.3% | +33.8% | -6.1% |
| All | -71.1% | -56.1% | -15.0% | -68.4% |
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 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