+57.8%
CCL vs KVYO
-55.5%
+113.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.0% |
| 7D | -3.2% | -12.1% | +8.9% | -1.0% |
| 30D | -17.8% | -5.2% | -12.6% | -17.5% |
| 3M | -18.7% | +14.5% | -33.2% | -21.8% |
| 6M | -11.4% | -17.6% | +6.2% | -12.6% |
| YTD | -24.3% | -49.6% | +25.3% | -15.6% |
| 1Y | -28.8% | -48.6% | +19.7% | -21.9% |
| All | +57.8% | -55.5% | +113.3% | +68.4% |
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