+26.2%
CL vs KVYO
-55.5%
+81.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.2% |
| 7D | -2.2% | -12.1% | +9.9% | -2.5% |
| 30D | -6.0% | -5.2% | -0.8% | -6.0% |
| 3M | -2.3% | +14.5% | -16.8% | -1.7% |
| 6M | -2.0% | -17.6% | +15.6% | -2.1% |
| YTD | +11.8% | -49.6% | +61.5% | +10.4% |
| 1Y | +5.8% | -48.6% | +54.4% | +4.6% |
| All | +26.2% | -55.5% | +81.7% | +23.9% |
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