+67.3%
CTVA vs KVYO
-55.5%
+122.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | -4.5% | -12.1% | +7.6% | -3.4% |
| 30D | +11.3% | -5.2% | +16.5% | +11.6% |
| 3M | +12.3% | +14.5% | -2.2% | +10.3% |
| 6M | +7.2% | -17.6% | +24.8% | +7.4% |
| YTD | +26.0% | -49.6% | +75.6% | +33.3% |
| 1Y | +16.0% | -48.6% | +64.6% | +21.9% |
| All | +67.3% | -55.5% | +122.8% | +69.5% |
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