+112.5%
DAL vs KVYO
-55.5%
+168.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.9% |
| 7D | -0.3% | -12.1% | +11.8% | +1.8% |
| 30D | -11.1% | -5.2% | -6.0% | -10.9% |
| 3M | -2.1% | +14.5% | -16.6% | -5.8% |
| 6M | +35.8% | -17.6% | +53.4% | +34.4% |
| YTD | +16.0% | -49.6% | +65.7% | +28.2% |
| 1Y | +33.7% | -48.6% | +82.2% | +45.5% |
| All | +112.5% | -55.5% | +168.0% | +119.4% |
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 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