-99.8%
AMIX vs KVYO
-34.2%
-65.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.2% | -3.8% |
| 7D | -6.3% | -18.4% | +12.1% | -1.3% |
| 30D | -51.9% | -12.1% | -39.8% | -50.9% |
| 3M | -44.9% | +11.2% | -56.1% | -44.1% |
| 6M | -47.9% | -19.8% | -28.2% | -46.7% |
| YTD | -62.0% | -50.3% | -11.7% | -61.2% |
| 1Y | -82.0% | -48.3% | -33.7% | -81.5% |
| All | -99.8% | -34.2% | -65.6% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling