+380.4%
ARM vs KVYO
-56.1%
+436.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.6% |
| 7D | +4.8% | -18.4% | +23.1% | +9.0% |
| 30D | -5.5% | -12.1% | +6.7% | -3.6% |
| 3M | -17.3% | +11.2% | -28.5% | -21.8% |
| 6M | +110.9% | -19.8% | +130.6% | +106.2% |
| YTD | +132.5% | -50.3% | +182.9% | +162.0% |
| 1Y | +64.9% | -48.3% | +113.2% | +80.1% |
| All | +380.4% | -56.1% | +436.5% | +409.7% |
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