-1.7%
DECK vs KVYO
-49.4%
+47.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.8% | +7.4% | +2.4% |
| 7D | -2.2% | -7.6% | +5.4% | -1.2% |
| 30D | -13.6% | -3.6% | -10.0% | -13.5% |
| 3M | -21.2% | +17.9% | -39.2% | -23.6% |
| 6M | -21.1% | -4.7% | -16.4% | -23.4% |
| YTD | -17.2% | -42.7% | +25.5% | -11.4% |
| 1Y | -30.7% | -40.3% | +9.5% | -27.2% |
| All | -1.7% | -49.4% | +47.7% | +0.5% |
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