I imagine the Optimization uses equal weights per year to the historical returns, but I would appreciate being corrected if that is an incorrect assumption.
I am considering adding KVL to my portfolio. I added it to my portfolio in the Optimization and it was only allocated a tiny percentage. My guess is because the average annual return may be low compared to others. The issue for me is his returns and scores have been considerably increasing each year but that doesn't seem to be considered.
If my assumptions are valid I don't think I would want to configure a portfolio only on the allocations presented by this service. Nonetheless I really appreciate having this available and being able to see the affects reallocation can have.