+394.3%
ARM vs KVYO
-51.3%
+445.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.6% | +4.5% |
| 7D | +11.4% | -13.3% | +24.7% | +14.5% |
| 30D | -7.4% | +7.6% | -15.1% | -9.6% |
| 3M | -24.5% | +17.5% | -42.0% | -29.1% |
| 6M | +128.7% | -14.7% | +143.4% | +122.0% |
| YTD | +139.3% | -44.9% | +184.2% | +164.3% |
| 1Y | +88.0% | -46.1% | +134.1% | +106.0% |
| All | +394.3% | -51.3% | +445.6% | +414.0% |
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