+174.9%
CAH vs KVYO
-55.5%
+230.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | -5.1% | -12.1% | +7.0% | -5.0% |
| 30D | +0.2% | -5.2% | +5.3% | +0.2% |
| 3M | +6.3% | +14.5% | -8.2% | +6.2% |
| 6M | +9.4% | -17.6% | +27.0% | +9.6% |
| YTD | +15.0% | -49.6% | +64.6% | +16.3% |
| 1Y | +55.4% | -48.6% | +104.0% | +57.1% |
| All | +174.9% | -55.5% | +230.4% | +180.1% |
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