+1.2%
BA vs KVYO
-56.1%
+57.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -2.7% | -18.4% | +15.7% | -0.8% |
| 30D | -12.2% | -12.1% | 0.0% | -11.3% |
| 3M | -2.0% | +11.2% | -13.2% | -3.7% |
| 6M | -6.0% | -19.8% | +13.8% | -6.0% |
| YTD | -5.7% | -50.3% | +44.6% | +0.4% |
| 1Y | -10.0% | -48.3% | +38.3% | -5.5% |
| All | +1.2% | -56.1% | +57.3% | +2.5% |
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