+75.7%
BKR vs KVYO
-55.5%
+131.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -7.0% | -12.1% | +5.1% | -6.1% |
| 30D | -8.1% | -5.2% | -3.0% | -8.0% |
| 3M | -6.6% | +14.5% | -21.1% | -8.4% |
| 6M | +0.9% | -17.6% | +18.5% | +0.7% |
| YTD | +31.1% | -49.6% | +80.7% | +38.2% |
| 1Y | +27.7% | -48.6% | +76.3% | +33.5% |
| All | +75.7% | -55.5% | +131.2% | +77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling