+111.9%
AXP vs KVYO
-55.7%
+167.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.1% | +7.7% | -0.1% |
| 7D | -2.5% | -15.7% | +13.3% | -0.3% |
| 30D | -5.0% | -9.0% | +3.9% | -4.2% |
| 3M | +1.4% | +10.1% | -8.7% | -1.0% |
| 6M | +6.0% | -20.6% | +26.6% | +6.2% |
| YTD | -12.3% | -49.9% | +37.6% | -5.9% |
| 1Y | +0.3% | -49.4% | +49.7% | +6.8% |
| All | +111.9% | -55.7% | +167.6% | +120.3% |
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 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