+73.0%
CF vs KVYO
-56.1%
+129.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -2.0% | -18.4% | +16.4% | -0.4% |
| 30D | +15.3% | -12.1% | +27.4% | +16.2% |
| 3M | +24.3% | +11.2% | +13.1% | +22.1% |
| 6M | +23.9% | -19.8% | +43.7% | +24.6% |
| YTD | +77.3% | -50.3% | +127.6% | +85.7% |
| 1Y | +58.7% | -48.3% | +106.9% | +64.8% |
| All | +73.0% | -56.1% | +129.1% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling