-55.4%
APP vs KVYO
-18.3%
-37.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.5% | +10.6% |
| 7D | +4.5% | +3.9% | +0.6% | +3.1% |
| 30D | -3.6% | +27.9% | -31.5% | -11.3% |
| 3M | -35.3% | +11.8% | -47.1% | -38.2% |
| 6M | -42.8% | -4.9% | -37.8% | -44.8% |
| YTD | -59.7% | -34.2% | -25.5% | -58.4% |
| 1Y | -55.4% | -17.8% | -37.5% | -55.5% |
| All | -55.4% | -18.3% | -37.1% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling