-5.8%
CMG vs KVYO
-55.5%
+49.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -2.1% | -12.1% | +10.0% | -0.9% |
| 30D | +10.9% | -5.2% | +16.1% | +11.2% |
| 3M | +15.8% | +14.5% | +1.4% | +13.2% |
| 6M | +6.9% | -17.6% | +24.6% | +6.4% |
| YTD | -2.2% | -49.6% | +47.5% | +3.1% |
| 1Y | -7.1% | -48.6% | +41.5% | -2.8% |
| All | -5.8% | -55.5% | +49.7% | -4.3% |
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