+304.5%
APH vs KVYO
-55.5%
+360.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.1% | +4.5% |
| 7D | +1.4% | -12.1% | +13.5% | +2.3% |
| 30D | -1.2% | -5.2% | +3.9% | -1.1% |
| 3M | +10.3% | +14.5% | -4.2% | +8.1% |
| 6M | +25.2% | -17.6% | +42.8% | +24.5% |
| YTD | +24.6% | -49.6% | +74.2% | +32.7% |
| 1Y | +41.4% | -48.6% | +90.0% | +49.1% |
| All | +304.5% | -55.5% | +360.0% | +314.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling