+8.3%
AMT vs KVYO
-56.1%
+64.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | -2.7% | -18.4% | +15.7% | -3.0% |
| 30D | +2.0% | -12.1% | +14.2% | +1.8% |
| 3M | -9.3% | +11.2% | -20.4% | -8.9% |
| 6M | -5.2% | -19.8% | +14.5% | -5.5% |
| YTD | +0.5% | -50.3% | +50.8% | -1.1% |
| 1Y | -7.3% | -48.3% | +41.0% | -8.5% |
| All | +8.3% | -56.1% | +64.4% | +5.3% |
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