-0.4%
AXP vs KVYO
-47.3%
+47.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.1% |
| 7D | -0.5% | -12.1% | +11.6% | +0.5% |
| 30D | -5.6% | -5.2% | -0.5% | -5.5% |
| 3M | +2.2% | +14.5% | -12.3% | +0.7% |
| 6M | +6.7% | -17.6% | +24.4% | +5.6% |
| YTD | -11.5% | -49.6% | +38.1% | -8.0% |
| 1Y | -0.4% | -48.6% | +48.2% | +1.6% |
| All | -0.4% | -47.3% | +47.0% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling