-50.8%
KVYO vs ALHC
+96.0%
-146.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.9% |
| 7D | -18.4% | -5.8% | -12.6% | -18.4% |
| 30D | -12.1% | -3.3% | -8.8% | -12.2% |
| 3M | +11.2% | -37.9% | +49.1% | +11.2% |
| 6M | -19.8% | -29.5% | +9.8% | -19.3% |
| YTD | -50.3% | -35.4% | -14.9% | -49.9% |
| 1Y | -48.3% | -22.4% | -25.8% | -48.2% |
| All | -50.8% | +96.0% | -146.8% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling