-28.8%
CCL vs KVYO
-47.3%
+18.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.2% |
| 7D | -3.2% | -12.1% | +8.9% | -2.9% |
| 30D | -17.8% | -5.2% | -12.6% | -17.8% |
| 3M | -18.7% | +14.5% | -33.2% | -18.8% |
| 6M | -11.4% | -17.6% | +6.2% | -12.7% |
| YTD | -24.3% | -49.6% | +25.3% | -19.7% |
| 1Y | -28.8% | -48.6% | +19.7% | -28.5% |
| All | -28.8% | -47.3% | +18.5% | -28.5% |
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