-5.9%
CARR vs KVYO
-27.1%
+21.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -2.3% | +2.8% | -5.2% | -2.2% |
| 30D | -4.4% | +19.0% | -23.3% | -3.3% |
| 3M | -17.8% | +23.8% | -41.5% | -16.3% |
| 6M | -22.2% | +31.0% | -53.2% | -19.9% |
| YTD | +0.7% | -36.2% | +36.9% | +5.3% |
| 1Y | -5.9% | -28.1% | +22.1% | -5.8% |
| All | -5.9% | -27.1% | +21.2% | -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