-23.0%
CDW vs KVYO
-55.5%
+32.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.4% | +6.4% | +7.5% |
| 7D | +0.9% | -12.1% | +13.0% | +3.9% |
| 30D | +13.1% | -5.2% | +18.2% | +14.1% |
| 3M | +19.7% | +14.5% | +5.2% | +14.6% |
| 6M | +30.7% | -17.6% | +48.3% | +34.7% |
| YTD | +14.7% | -49.6% | +64.3% | +26.5% |
| 1Y | -5.3% | -48.6% | +43.2% | +3.4% |
| All | -23.0% | -55.5% | +32.4% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling