-10.3%
CRM vs KVYO
-32.1%
+21.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -5.0% | -4.5% | -0.5% | -3.1% |
| 30D | -6.2% | +20.2% | -26.4% | -13.9% |
| 3M | +11.7% | +25.3% | -13.6% | +0.5% |
| 6M | +18.7% | +36.9% | -18.2% | +2.7% |
| YTD | -18.3% | -35.9% | +17.6% | -11.4% |
| All | -10.3% | -32.1% | +21.8% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling