-67.5%
CHTR vs KVYO
-55.5%
-12.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.6% |
| 7D | -4.1% | -12.1% | +8.0% | -2.9% |
| 30D | -3.0% | -5.2% | +2.2% | -2.7% |
| 3M | +4.8% | +14.5% | -9.7% | +3.1% |
| 6M | -35.0% | -17.6% | -17.4% | -35.0% |
| YTD | -30.2% | -49.6% | +19.4% | -27.4% |
| 1Y | -44.8% | -48.6% | +3.8% | -43.0% |
| All | -67.5% | -55.5% | -12.0% | -67.4% |
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