+8.7%
CRS vs KVYO
-19.3%
+28.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.1% |
| 7D | -6.8% | -12.1% | +5.3% | -7.1% |
| 30D | -16.1% | -5.2% | -11.0% | -16.1% |
| 3M | -21.2% | +14.5% | -35.7% | -20.2% |
| 6M | +8.7% | -17.6% | +26.3% | +7.0% |
| All | +8.7% | -19.3% | +28.0% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling