+675.6%
APP vs KVYO
-55.7%
+731.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.1% | +6.8% | +0.6% |
| 7D | -4.4% | -15.7% | +11.4% | +0.6% |
| 30D | -10.0% | -9.0% | -1.1% | -8.3% |
| 3M | -41.4% | +10.1% | -51.5% | -43.7% |
| 6M | -41.0% | -20.6% | -20.4% | -39.7% |
| YTD | -54.7% | -49.9% | -4.8% | -47.1% |
| 1Y | -45.3% | -49.4% | +4.0% | -37.0% |
| All | +675.6% | -55.7% | +731.4% | +697.9% |
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