-61.9%
CSGP vs KVYO
-49.4%
-12.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.8% | +3.4% | -1.4% |
| 7D | -4.1% | -7.6% | +3.6% | -2.8% |
| 30D | +2.3% | -3.6% | +5.9% | +2.6% |
| 3M | -8.2% | +17.9% | -26.1% | -11.0% |
| 6M | -35.1% | -4.7% | -30.4% | -36.2% |
| YTD | -54.0% | -42.7% | -11.3% | -52.3% |
| 1Y | -65.3% | -40.3% | -25.1% | -64.3% |
| All | -61.9% | -49.4% | -12.5% | -62.0% |
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 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