-27.9%
CLX vs KVYO
-55.5%
+27.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.1% |
| 7D | -5.7% | -12.1% | +6.4% | -5.8% |
| 30D | -17.0% | -5.2% | -11.9% | -17.0% |
| 3M | -9.7% | +14.5% | -24.2% | -9.3% |
| 6M | -19.8% | -17.6% | -2.2% | -20.0% |
| YTD | -9.8% | -49.6% | +39.8% | -9.4% |
| 1Y | -26.2% | -48.6% | +22.4% | -25.9% |
| All | -27.9% | -55.5% | +27.6% | -28.9% |
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 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