-99.8%
AMIX vs KVYO
-27.0%
-72.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.8% |
| 7D | -3.4% | -13.3% | +9.9% | +0.4% |
| 30D | -54.4% | +7.6% | -62.0% | -56.1% |
| 3M | -45.7% | +17.5% | -63.3% | -46.2% |
| 6M | -49.2% | -14.7% | -34.4% | -49.2% |
| YTD | -60.3% | -44.9% | -15.4% | -60.5% |
| 1Y | -81.4% | -46.1% | -35.2% | -81.3% |
| All | -99.8% | -27.0% | -72.8% | -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 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