+182.9%
B vs KVYO
-56.1%
+239.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.5% |
| 7D | -5.0% | -18.4% | +13.3% | -4.7% |
| 30D | +8.7% | -12.1% | +20.9% | +8.9% |
| 3M | +17.3% | +11.2% | +6.1% | +16.6% |
| 6M | -5.0% | -19.8% | +14.7% | -5.5% |
| YTD | +1.4% | -50.3% | +51.8% | +3.9% |
| 1Y | +50.5% | -48.3% | +98.8% | +53.7% |
| All | +182.9% | -56.1% | +239.0% | +181.4% |
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