-11.1%
CHYM vs KVYO
-51.7%
+40.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -2.3% | -12.1% | +9.8% | +0.7% |
| 30D | +4.4% | -5.2% | +9.6% | +4.7% |
| 3M | +91.3% | +14.5% | +76.8% | +76.4% |
| 6M | +44.0% | -17.6% | +61.6% | +37.2% |
| YTD | +31.1% | -49.6% | +80.7% | +49.7% |
| 1Y | +37.8% | -48.6% | +86.4% | +53.9% |
| All | -11.1% | -51.7% | +40.6% | +5.7% |
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 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