+292.1%
APH vs KVYO
-55.7%
+347.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.1% | +8.5% | +0.1% |
| 7D | +1.6% | -15.7% | +17.4% | +2.8% |
| 30D | -3.0% | -9.0% | +6.0% | -2.6% |
| 3M | +5.7% | +10.1% | -4.3% | +4.0% |
| 6M | +20.0% | -20.6% | +40.6% | +19.9% |
| YTD | +20.8% | -49.9% | +70.7% | +28.7% |
| 1Y | +40.2% | -49.4% | +89.6% | +48.2% |
| All | +292.1% | -55.7% | +347.8% | +301.6% |
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