-50.8%
KVYO vs ACM
-22.3%
-28.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.4% |
| 7D | -18.4% | -5.9% | -12.5% | -14.6% |
| 30D | -12.1% | -6.2% | -5.9% | -8.0% |
| 3M | +11.2% | -7.9% | +19.1% | +16.1% |
| 6M | -19.8% | -30.6% | +10.9% | +3.3% |
| YTD | -50.3% | -33.3% | -17.0% | -34.4% |
| 1Y | -48.3% | -49.2% | +0.9% | -17.0% |
| All | -50.8% | -22.3% | -28.5% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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