+86.3%
CBOE vs KVYO
-55.5%
+141.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -2.2% |
| 7D | -5.8% | -12.1% | +6.3% | -6.2% |
| 30D | -3.1% | -5.2% | +2.0% | -3.2% |
| 3M | -4.8% | +14.5% | -19.2% | -3.9% |
| 6M | -0.6% | -17.6% | +17.1% | -0.3% |
| YTD | +12.8% | -49.6% | +62.4% | +11.0% |
| 1Y | +19.8% | -48.6% | +68.3% | +18.1% |
| All | +86.3% | -55.5% | +141.8% | +87.3% |
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