-55.3%
APTV vs KVYO
-55.5%
+0.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.5% |
| 7D | -5.0% | -12.1% | +7.1% | -3.9% |
| 30D | -6.1% | -5.2% | -0.9% | -5.8% |
| 3M | -33.0% | +14.5% | -47.5% | -34.5% |
| 6M | -35.2% | -17.6% | -17.6% | -35.8% |
| YTD | -40.1% | -49.6% | +9.5% | -36.7% |
| 1Y | -45.6% | -48.6% | +2.9% | -43.0% |
| All | -55.3% | -55.5% | +0.2% | -53.2% |
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 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