+67.0%
COST vs KVYO
-55.5%
+122.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | +0.2% |
| 7D | -1.2% | -12.1% | +10.9% | -0.5% |
| 30D | -4.7% | -5.2% | +0.4% | -4.5% |
| 3M | -7.1% | +14.5% | -21.6% | -8.1% |
| 6M | -8.5% | -17.6% | +9.1% | -8.4% |
| YTD | +5.4% | -49.6% | +55.0% | +9.6% |
| 1Y | -5.6% | -48.6% | +42.9% | -2.3% |
| All | +67.0% | -55.5% | +122.5% | +66.7% |
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 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