+7.8%
AMCR vs KVYO
-47.3%
+55.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.6% |
| 7D | -6.3% | -12.1% | +5.8% | -6.4% |
| 30D | -7.8% | -5.2% | -2.6% | -7.8% |
| 3M | +7.5% | +14.5% | -7.0% | +8.6% |
| 6M | +2.7% | -17.6% | +20.3% | +1.5% |
| YTD | +6.0% | -49.6% | +55.6% | +6.4% |
| 1Y | +7.8% | -48.6% | +56.3% | +6.7% |
| All | +7.8% | -47.3% | +55.1% | +6.7% |
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