+3.6%
CI vs KVYO
-56.1%
+59.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.0% |
| 7D | -1.3% | -18.4% | +17.0% | -1.6% |
| 30D | +3.1% | -12.1% | +15.3% | +3.0% |
| 3M | -4.5% | +11.2% | -15.7% | -4.2% |
| 6M | +8.3% | -19.8% | +28.0% | +8.1% |
| YTD | +3.8% | -50.3% | +54.1% | +3.7% |
| 1Y | -5.0% | -48.3% | +43.2% | -5.1% |
| All | +3.6% | -56.1% | +59.7% | +1.7% |
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 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