-51.4%
BMNR vs KVYO
-28.3%
-23.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.9% | +2.5% | +5.7% |
| 7D | -11.5% | -0.6% | -10.9% | -11.3% |
| 30D | -19.3% | +24.1% | -43.3% | -22.2% |
| 3M | +6.4% | +15.6% | -9.3% | +3.3% |
| 6M | -16.4% | +36.8% | -53.2% | -21.5% |
| YTD | -29.1% | -34.6% | +5.5% | -30.1% |
| 1Y | -51.4% | -28.0% | -23.4% | -57.1% |
| All | -51.4% | -28.3% | -23.1% | -57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling