-40.3%
KVYO vs ALC
-10.2%
-30.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -3.7% |
| 7D | -7.6% | -2.1% | -5.5% | -5.7% |
| 30D | -3.6% | -0.1% | -3.5% | -3.1% |
| 3M | +17.9% | +5.9% | +12.0% | +11.7% |
| 6M | -4.7% | -15.9% | +11.2% | +12.5% |
| YTD | -42.7% | -10.1% | -32.6% | -35.6% |
| 1Y | -40.3% | -10.2% | -30.0% | -32.6% |
| All | -40.3% | -10.2% | -30.1% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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