+160.2%
ASML vs KVYO
-39.8%
+200.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.3% |
| 7D | +4.9% | +6.9% | -1.9% | +4.6% |
| 30D | -9.3% | +30.1% | -39.4% | -10.6% |
| 3M | -19.0% | +15.1% | -34.1% | -19.7% |
| 6M | -5.2% | +55.4% | -60.6% | -9.3% |
| YTD | +40.6% | -31.8% | +72.5% | +47.8% |
| 1Y | +47.5% | -22.3% | +69.8% | +50.6% |
| 3Y | +133.9% | -13.7% | +147.6% | +122.6% |
| All | +160.2% | -39.8% | +200.0% | +157.0% |
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