-4.6%
CARR vs KVYO
-39.6%
+35.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.8% | +6.9% | +0.7% |
| 7D | +1.6% | -7.6% | +9.2% | +1.1% |
| 30D | -8.7% | -3.6% | -5.2% | -8.8% |
| 3M | -12.6% | +17.9% | -30.5% | -11.1% |
| 6M | -1.5% | -4.7% | +3.2% | -0.8% |
| YTD | +14.3% | -42.7% | +57.0% | +18.9% |
| 1Y | -4.6% | -40.3% | +35.7% | -4.2% |
| All | -4.6% | -39.6% | +35.1% | -4.2% |
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 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