+117.0%
COF vs KVYO
-55.5%
+172.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.4% |
| 7D | -5.1% | -12.1% | +6.9% | -3.3% |
| 30D | -6.0% | -5.2% | -0.9% | -5.7% |
| 3M | +14.8% | +14.5% | +0.3% | +11.2% |
| 6M | +15.3% | -17.6% | +33.0% | +14.7% |
| YTD | -13.0% | -49.6% | +36.6% | -5.8% |
| 1Y | -5.7% | -48.6% | +42.8% | +1.1% |
| All | +117.0% | -55.5% | +172.5% | +129.0% |
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