+336.9%
ANET vs KVYO
-55.5%
+392.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.4% | +4.2% | +5.3% |
| 7D | +3.0% | -12.1% | +15.1% | +5.7% |
| 30D | -5.2% | -5.2% | 0.0% | -4.8% |
| 3M | +27.6% | +14.5% | +13.1% | +20.1% |
| 6M | +44.4% | -17.6% | +62.0% | +45.3% |
| YTD | +52.3% | -49.6% | +101.9% | +73.0% |
| 1Y | +30.4% | -48.6% | +79.0% | +45.5% |
| All | +336.9% | -55.5% | +392.3% | +371.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 10y: compounded portfolio wealth divided by compounded KVYO 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…
10y analysis · Full analysis span regression · 6 months rolling