-16.4%
CLF vs KVYO
-55.5%
+39.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.7% |
| 7D | -3.5% | -12.1% | +8.6% | -1.5% |
| 30D | -1.6% | -5.2% | +3.6% | -1.4% |
| 3M | -12.0% | +14.5% | -26.5% | -15.5% |
| 6M | +30.0% | -17.6% | +47.6% | +28.4% |
| YTD | -9.2% | -49.6% | +40.4% | 0.0% |
| 1Y | +2.3% | -48.6% | +50.8% | +11.0% |
| All | -16.4% | -55.5% | +39.1% | -7.2% |
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