+188.9%
CFG vs KVYO
-55.5%
+244.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.0% |
| 7D | -0.4% | -12.1% | +11.7% | +1.2% |
| 30D | -4.6% | -5.2% | +0.5% | -4.4% |
| 3M | +6.7% | +14.5% | -7.8% | +3.5% |
| 6M | +22.1% | -17.6% | +39.7% | +21.2% |
| YTD | +23.2% | -49.6% | +72.8% | +33.3% |
| 1Y | +40.3% | -48.6% | +88.8% | +49.9% |
| All | +188.9% | -55.5% | +244.4% | +198.7% |
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