-21.1%
DECK vs KVYO
-2.0%
-19.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.8% | +7.4% | +1.6% |
| 7D | -2.2% | -7.6% | +5.4% | -2.1% |
| 30D | -13.6% | -3.6% | -10.0% | -13.6% |
| 3M | -21.2% | +17.9% | -39.2% | -20.8% |
| 6M | -21.1% | -4.7% | -16.4% | -23.4% |
| All | -21.1% | -2.0% | -19.1% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling