+223.1%
BMNR vs KVYO
-51.9%
+274.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.0% | +2.8% |
| 7D | +0.2% | -12.1% | +12.3% | +5.9% |
| 30D | +39.9% | -5.2% | +45.1% | +42.0% |
| 3M | +51.5% | +14.5% | +37.0% | +35.8% |
| 6M | +18.9% | -17.6% | +36.5% | +15.3% |
| YTD | -7.8% | -49.6% | +41.8% | +43.2% |
| 1Y | -47.6% | -48.6% | +0.9% | -25.0% |
| All | +223.1% | -51.9% | +274.9% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling