+2.9%
DECK vs KVYO
-44.4%
+47.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | +6.8% | -4.2% | +11.0% | +7.5% |
| 30D | +8.3% | +18.0% | -9.6% | +5.5% |
| 3M | -7.9% | +14.3% | -22.2% | -10.3% |
| 6M | -10.6% | +34.3% | -44.9% | -15.6% |
| YTD | -13.4% | -37.1% | +23.7% | -8.9% |
| 1Y | +12.5% | -30.6% | +43.0% | +15.3% |
| 3Y | -14.9% | -19.2% | +4.4% | -16.7% |
| All | +2.9% | -44.4% | +47.3% | +3.4% |
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