+20.2%
CLF vs KVYO
-18.3%
+38.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.1% | -9.3% | -9.2% |
| 7D | -7.9% | +3.9% | -11.8% | -7.9% |
| 30D | +5.2% | +27.9% | -22.7% | +4.9% |
| 3M | +4.3% | +11.8% | -7.5% | +3.8% |
| 6M | +25.3% | -4.9% | +30.2% | +25.0% |
| YTD | -3.3% | -34.2% | +30.9% | -5.5% |
| 1Y | +20.2% | -17.8% | +38.1% | +15.8% |
| All | +20.2% | -18.3% | +38.5% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling