+98.2%
CVE vs KVYO
-47.3%
+145.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | +2.3% | -12.1% | +14.4% | +2.5% |
| 30D | +9.7% | -5.2% | +14.9% | +9.8% |
| 3M | +16.9% | +14.5% | +2.4% | +15.9% |
| 6M | +41.4% | -17.6% | +59.0% | +42.8% |
| YTD | +98.0% | -49.6% | +147.6% | +97.7% |
| 1Y | +98.2% | -48.6% | +146.8% | +98.4% |
| All | +98.2% | -47.3% | +145.6% | +98.4% |
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