-6.4%
CARR vs KVYO
-47.3%
+41.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.5% |
| 7D | -3.8% | -12.1% | +8.3% | -4.6% |
| 30D | -8.9% | -5.2% | -3.7% | -9.1% |
| 3M | -17.3% | +14.5% | -31.8% | -15.9% |
| 6M | -1.4% | -17.6% | +16.2% | -1.3% |
| YTD | +10.0% | -49.6% | +59.6% | +12.5% |
| 1Y | -6.4% | -48.6% | +42.2% | -7.7% |
| All | -6.4% | -47.3% | +41.0% | -7.7% |
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