+124.0%
AUR vs KVYO
-55.5%
+179.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.1% |
| 7D | +1.4% | -12.1% | +13.5% | +5.4% |
| 30D | -6.4% | -5.2% | -1.2% | -6.2% |
| 3M | +7.7% | +14.5% | -6.8% | -1.3% |
| 6M | +44.5% | -17.6% | +62.1% | +39.4% |
| YTD | +67.4% | -49.6% | +117.1% | +99.3% |
| 1Y | +15.4% | -48.6% | +64.0% | +34.1% |
| All | +124.0% | -55.5% | +179.5% | +146.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling