+77.1%
CVE vs KVYO
-51.3%
+128.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +2.8% |
| 7D | +0.2% | -13.3% | +13.5% | +1.2% |
| 30D | +17.5% | +7.6% | +9.8% | +16.7% |
| 3M | +16.2% | +17.5% | -1.3% | +13.9% |
| 6M | +47.8% | -14.7% | +62.5% | +47.9% |
| YTD | +98.5% | -44.9% | +143.4% | +106.1% |
| 1Y | +109.8% | -46.1% | +155.9% | +117.4% |
| All | +77.1% | -51.3% | +128.4% | +77.9% |
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