-11.8%
CAG vs KVYO
-39.6%
+27.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.9% | -0.8% |
| 7D | -3.8% | -7.6% | +3.9% | -3.6% |
| 30D | +3.1% | -3.6% | +6.7% | +3.1% |
| 3M | +23.5% | +17.9% | +5.5% | +22.8% |
| 6M | -14.8% | -4.7% | -10.1% | -15.2% |
| YTD | -5.4% | -42.7% | +37.2% | -7.1% |
| 1Y | -11.8% | -40.3% | +28.5% | -13.8% |
| All | -11.8% | -39.6% | +27.8% | -13.8% |
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 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