-3.4%
CMS vs KVYO
-47.3%
+43.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.7% |
| 7D | -1.9% | -12.1% | +10.2% | -2.3% |
| 30D | -4.1% | -5.2% | +1.1% | -4.2% |
| 3M | -7.1% | +14.5% | -21.6% | -6.5% |
| 6M | -10.1% | -17.6% | +7.6% | -9.6% |
| YTD | -1.7% | -49.6% | +47.9% | -2.7% |
| 1Y | -3.4% | -48.6% | +45.2% | -3.9% |
| All | -3.4% | -47.3% | +43.9% | -3.9% |
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 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