+19.0%
DLR vs KVYO
-39.6%
+58.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.1% | +0.1% |
| 7D | +1.6% | -7.6% | +9.2% | +1.3% |
| 30D | -3.4% | -3.6% | +0.2% | -3.3% |
| 3M | +0.5% | +17.9% | -17.4% | +1.2% |
| 6M | +4.6% | -4.7% | +9.3% | +4.9% |
| YTD | +23.4% | -42.7% | +66.1% | +23.9% |
| 1Y | +19.0% | -40.3% | +59.3% | +17.8% |
| All | +19.0% | -39.6% | +58.7% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling