-28.6%
CDW vs KVYO
-56.1%
+27.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | -7.4% | -18.4% | +11.0% | -3.1% |
| 30D | +5.8% | -12.1% | +18.0% | +8.6% |
| 3M | +10.8% | +11.2% | -0.4% | +6.8% |
| 6M | +21.5% | -19.8% | +41.2% | +25.8% |
| YTD | +6.4% | -50.3% | +56.7% | +17.6% |
| 1Y | -14.8% | -48.3% | +33.5% | -6.9% |
| All | -28.6% | -56.1% | +27.5% | -23.4% |
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