+70.4%
CF vs KVYO
-55.5%
+125.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | -0.2% | -12.1% | +11.9% | +0.8% |
| 30D | +11.5% | -5.2% | +16.6% | +11.6% |
| 3M | +25.5% | +14.5% | +11.0% | +23.0% |
| 6M | +11.8% | -17.6% | +29.4% | +12.1% |
| YTD | +74.6% | -49.6% | +124.2% | +82.7% |
| 1Y | +57.7% | -48.6% | +106.2% | +64.0% |
| All | +70.4% | -55.5% | +125.9% | +70.0% |
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