-50.1%
KVYO vs ALHC
+93.7%
-143.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.4% |
| 7D | -12.1% | -6.9% | -5.2% | -12.1% |
| 30D | -5.2% | -6.7% | +1.6% | -5.2% |
| 3M | +14.5% | -37.7% | +52.2% | +14.6% |
| 6M | -17.6% | -30.0% | +12.4% | -17.2% |
| YTD | -49.6% | -36.2% | -13.5% | -49.2% |
| 1Y | -48.6% | -22.9% | -25.7% | -48.5% |
| All | -50.1% | +93.7% | -143.8% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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