+47.0%
BBY vs KVYO
-55.5%
+102.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.9% |
| 7D | +0.6% | -12.1% | +12.7% | +2.2% |
| 30D | +9.4% | -5.2% | +14.6% | +9.6% |
| 3M | +19.3% | +14.5% | +4.9% | +16.3% |
| 6M | +47.9% | -17.6% | +65.5% | +47.1% |
| YTD | +39.6% | -49.6% | +89.2% | +48.4% |
| 1Y | +22.2% | -48.6% | +70.7% | +28.5% |
| All | +47.0% | -55.5% | +102.5% | +52.9% |
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