+46.5%
CNP vs KVYO
-55.5%
+102.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | 0.0% |
| 7D | -1.4% | -12.1% | +10.7% | -1.3% |
| 30D | -2.9% | -5.2% | +2.2% | -2.9% |
| 3M | -7.5% | +14.5% | -22.0% | -7.8% |
| 6M | -7.9% | -17.6% | +9.7% | -7.7% |
| YTD | +3.7% | -49.6% | +53.4% | +5.0% |
| 1Y | +4.6% | -48.6% | +53.2% | +5.7% |
| All | +46.5% | -55.5% | +102.0% | +43.7% |
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