+73.2%
CVE vs KVYO
-18.3%
+91.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.1% | -7.8% | -7.6% |
| 7D | -12.1% | +3.9% | -16.0% | -12.0% |
| 30D | -9.8% | +27.9% | -37.7% | -9.6% |
| 3M | -0.7% | +11.8% | -12.5% | -0.5% |
| 6M | -4.3% | -4.9% | +0.6% | -3.1% |
| YTD | +70.6% | -34.2% | +104.8% | +63.0% |
| 1Y | +73.2% | -17.8% | +91.0% | +61.7% |
| All | +73.2% | -18.3% | +91.4% | +61.7% |
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 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