-2.9%
CAG vs KVYO
-20.3%
+17.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +2.8% |
| 7D | +11.4% | +1.9% | +9.5% | +11.3% |
| 30D | +16.7% | +25.4% | -8.7% | +15.9% |
| 3M | +4.5% | +7.8% | -3.3% | +4.2% |
| 6M | +13.3% | -10.8% | +24.2% | +11.3% |
| YTD | -4.2% | -35.9% | +31.8% | -6.0% |
| 1Y | -2.9% | -22.6% | +19.7% | -5.8% |
| All | -2.9% | -20.3% | +17.4% | -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 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