+421.5%
CORZ vs KVYO
-35.7%
+457.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +3.1% |
| 7D | +0.3% | -12.1% | +12.4% | +1.8% |
| 30D | -14.0% | -5.2% | -8.9% | -14.0% |
| 3M | -34.1% | +14.5% | -48.6% | -37.3% |
| 6M | +8.5% | -17.6% | +26.1% | +5.3% |
| YTD | +23.2% | -49.6% | +72.8% | +36.2% |
| 1Y | +15.4% | -48.6% | +63.9% | +25.1% |
| All | +421.5% | -35.7% | +457.3% | +388.0% |
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 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