+206.7%
ASML vs KVYO
-51.3%
+258.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +3.1% |
| 7D | +6.0% | -13.3% | +19.3% | +6.9% |
| 30D | +1.4% | +7.6% | -6.3% | +0.6% |
| 3M | +1.0% | +17.5% | -16.5% | -1.0% |
| 6M | +37.0% | -14.7% | +51.7% | +36.0% |
| YTD | +65.8% | -44.9% | +110.7% | +76.4% |
| 1Y | +123.1% | -46.1% | +169.2% | +136.8% |
| All | +206.7% | -51.3% | +258.0% | +206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling