+45.6%
CVX vs KVYO
-55.5%
+101.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | +2.6% | -12.1% | +14.7% | +3.3% |
| 30D | +9.8% | -5.2% | +15.0% | +10.0% |
| 3M | +16.2% | +14.5% | +1.7% | +14.7% |
| 6M | +13.6% | -17.6% | +31.2% | +13.8% |
| YTD | +44.4% | -49.6% | +94.0% | +48.7% |
| 1Y | +40.6% | -48.6% | +89.2% | +44.2% |
| All | +45.6% | -55.5% | +101.1% | +44.0% |
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