+135.5%
BAC vs KVYO
-56.1%
+191.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.3% | -18.4% | +18.1% | +1.6% |
| 30D | -1.8% | -12.1% | +10.4% | -0.9% |
| 3M | +15.3% | +11.2% | +4.1% | +13.1% |
| 6M | +30.2% | -19.8% | +49.9% | +30.0% |
| YTD | +15.6% | -50.3% | +65.9% | +22.0% |
| 1Y | +27.5% | -48.3% | +75.7% | +33.1% |
| All | +135.5% | -56.1% | +191.6% | +138.9% |
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