+433.9%
BTSG vs KVYO
-35.8%
+469.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +1.3% |
| 7D | -3.3% | -12.1% | +8.8% | -1.8% |
| 30D | -1.6% | -5.2% | +3.6% | -1.3% |
| 3M | -6.9% | +14.5% | -21.4% | -9.4% |
| 6M | +42.1% | -17.6% | +59.7% | +41.4% |
| YTD | +56.8% | -49.6% | +106.4% | +70.5% |
| 1Y | +109.8% | -48.6% | +158.4% | +124.9% |
| All | +433.9% | -35.8% | +469.8% | +441.2% |
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