+233.9%
COMP vs KVYO
-51.3%
+285.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.5% | -2.5% |
| 7D | +4.1% | -13.3% | +17.4% | +7.0% |
| 30D | -14.5% | +7.6% | -22.2% | -16.3% |
| 3M | +41.8% | +17.5% | +24.3% | +35.8% |
| 6M | +23.6% | -14.7% | +38.3% | +19.7% |
| YTD | +1.7% | -44.9% | +46.6% | +11.8% |
| 1Y | +12.6% | -46.1% | +58.7% | +22.9% |
| All | +233.9% | -51.3% | +285.2% | +208.5% |
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