+4.0%
BA vs KVYO
-55.5%
+59.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.3% | +2.6% |
| 7D | -0.8% | -12.1% | +11.2% | +0.4% |
| 30D | -9.0% | -5.2% | -3.8% | -8.8% |
| 3M | -5.0% | +14.5% | -19.5% | -7.0% |
| 6M | -1.7% | -17.6% | +15.9% | -2.1% |
| YTD | -3.1% | -49.6% | +46.5% | +3.0% |
| 1Y | -4.3% | -48.6% | +44.2% | +0.7% |
| All | +4.0% | -55.5% | +59.5% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling