-7.6%
BTDR vs KVYO
-55.5%
+47.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.3% |
| 7D | -3.4% | -12.1% | +8.7% | +0.2% |
| 30D | +32.6% | -5.2% | +37.8% | +33.2% |
| 3M | -32.2% | +14.5% | -46.7% | -38.4% |
| 6M | +52.4% | -17.6% | +70.0% | +42.9% |
| YTD | +6.7% | -49.6% | +56.3% | +25.2% |
| 1Y | -15.2% | -48.6% | +33.3% | -2.7% |
| All | -7.6% | -55.5% | +47.8% | +5.8% |
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