+24.5%
COP vs KVYO
-55.5%
+79.9%
-36.3%
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% | +0.2% |
| 7D | +2.3% | -12.1% | +14.4% | +2.9% |
| 30D | +8.6% | -5.2% | +13.8% | +8.7% |
| 3M | +19.9% | +14.5% | +5.4% | +18.2% |
| 6M | +19.0% | -17.6% | +36.6% | +19.0% |
| YTD | +50.0% | -49.6% | +99.6% | +54.7% |
| 1Y | +50.5% | -48.6% | +99.1% | +54.5% |
| All | +24.5% | -55.5% | +79.9% | +23.5% |
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